+18.8%
CLF vs SPXS
-40.2%
+59.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +2.8% |
| 7D | +7.6% | -0.1% | +7.7% | +7.6% |
| 30D | -1.2% | +0.8% | -2.0% | -0.3% |
| 3M | -13.4% | -4.7% | -8.7% | -14.3% |
| 6M | +15.4% | -29.6% | +45.1% | -6.0% |
| YTD | -5.9% | -29.8% | +23.9% | -23.1% |
| 1Y | +18.8% | -38.9% | +57.8% | -3.8% |
| All | +18.8% | -40.2% | +59.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling