-22.3%
CLF vs SPXS
-80.4%
+58.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +5.6% |
| 7D | -9.1% | +0.4% | -9.5% | -7.6% |
| 30D | -0.9% | +10.8% | -11.8% | +7.4% |
| 3M | +3.0% | +9.6% | -6.7% | +11.5% |
| 6M | +16.7% | -4.7% | +21.4% | +18.2% |
| YTD | -3.2% | -24.6% | +21.4% | -12.2% |
| 1Y | +24.6% | -24.6% | +49.2% | +14.1% |
| 3Y | -22.3% | -79.8% | +57.5% | -55.0% |
| All | -22.3% | -80.4% | +58.1% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling