-39.5%
CLF vs SPXU
-100.0%
+60.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +2.5% |
| 7D | +7.6% | -0.1% | +7.7% | +7.6% |
| 30D | -1.2% | +0.8% | -2.0% | -0.5% |
| 3M | -13.4% | -4.7% | -8.7% | -14.4% |
| 6M | +15.4% | -29.6% | +45.0% | -1.3% |
| YTD | -5.9% | -29.9% | +24.0% | -19.0% |
| 1Y | +18.8% | -39.1% | +57.9% | -3.0% |
| 3Y | -19.4% | -80.0% | +60.6% | -57.1% |
| 5Y | -47.7% | -86.0% | +38.3% | -69.9% |
| 10Y | +130.4% | -99.5% | +229.9% | -64.2% |
| All | -39.5% | -100.0% | +60.5% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling