+11.8%
CLF vs SPXU
-37.3%
+49.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -0.6% |
| 7D | -2.7% | +1.3% | -3.9% | -1.7% |
| 30D | -3.2% | +5.1% | -8.3% | +0.8% |
| 3M | -5.0% | -9.1% | +4.2% | -10.7% |
| 6M | +26.6% | -29.6% | +56.2% | +1.8% |
| YTD | -9.0% | -27.7% | +18.7% | -24.3% |
| 1Y | +11.8% | -37.0% | +48.8% | -11.8% |
| All | +11.8% | -37.3% | +49.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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