-23.4%
CLF vs SPXU
-80.6%
+57.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -2.5% |
| 7D | +10.4% | -7.6% | +18.0% | +5.6% |
| 30D | +0.6% | +5.3% | -4.8% | +5.6% |
| 3M | +4.1% | +9.6% | -5.5% | +12.8% |
| 6M | +15.1% | -4.5% | +19.6% | +16.8% |
| YTD | -4.7% | -25.9% | +21.1% | -14.5% |
| 1Y | +20.4% | -28.9% | +49.2% | +6.2% |
| 3Y | -23.4% | -80.5% | +57.1% | -56.0% |
| All | -23.4% | -80.6% | +57.2% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling