+123.7%
CLF vs SPY
+313.2%
-189.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.4% |
| 7D | +7.6% | +0.1% | +7.5% | +7.4% |
| 30D | -1.2% | +0.1% | -1.2% | -1.2% |
| 3M | -13.4% | +2.0% | -15.4% | -16.1% |
| 6M | +15.4% | +13.0% | +2.4% | -4.5% |
| YTD | -5.9% | +13.5% | -19.4% | -22.6% |
| 1Y | +18.8% | +20.0% | -1.1% | -9.4% |
| 3Y | -19.4% | +77.2% | -96.6% | -66.0% |
| 5Y | -47.7% | +81.9% | -129.6% | -78.3% |
| All | +123.7% | +313.2% | -189.4% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling