+346.0%
CLF vs SPMO
+572.4%
-226.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | 0.0% |
| 7D | +7.6% | +2.0% | +5.6% | +5.2% |
| 30D | -1.2% | -0.4% | -0.8% | -0.7% |
| 3M | -13.4% | -1.9% | -11.5% | -13.1% |
| 6M | +15.4% | +25.0% | -9.6% | -12.3% |
| YTD | -5.9% | +26.0% | -31.9% | -29.3% |
| 1Y | +18.8% | +28.7% | -9.9% | -11.7% |
| 3Y | -19.4% | +160.9% | -180.3% | -73.2% |
| 5Y | -47.7% | +147.9% | -195.6% | -81.0% |
| 10Y | +130.4% | +518.9% | -388.6% | -57.4% |
| All | +346.0% | +572.4% | -226.5% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling