-48.2%
CLF vs SPMO
+149.2%
-197.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.7% | +2.7% | -5.4% | -5.9% |
| 30D | -3.2% | +1.1% | -4.3% | -4.5% |
| 3M | -5.0% | +2.0% | -7.0% | -9.5% |
| 6M | +26.6% | +26.5% | +0.1% | -9.7% |
| YTD | -9.0% | +26.5% | -35.5% | -35.2% |
| 1Y | +11.8% | +27.9% | -16.1% | -20.3% |
| 3Y | -15.1% | +160.4% | -175.5% | -77.6% |
| 5Y | -48.2% | +151.5% | -199.7% | -85.4% |
| All | -48.2% | +149.2% | -197.4% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling