-40.6%
CLF vs SPXU
-100.0%
+59.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -7.0% | +14.0% | +2.9% |
| 7D | -14.1% | -1.5% | -12.6% | -13.7% |
| 30D | -5.5% | +9.7% | -15.2% | +1.2% |
| 3M | 0.0% | +8.4% | -8.4% | +7.0% |
| 6M | +11.3% | -5.7% | +17.0% | +12.0% |
| YTD | -7.7% | -25.4% | +17.8% | -16.1% |
| 1Y | +17.5% | -28.9% | +46.4% | +4.9% |
| 3Y | -25.4% | -81.2% | +55.7% | -61.4% |
| 5Y | -46.0% | -83.3% | +37.3% | -65.2% |
| 10Y | +80.1% | -99.5% | +179.6% | -71.0% |
| All | -40.6% | -100.0% | +59.4% | -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