+80.1%
CLF vs SPY
+315.0%
-234.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +3.1% |
| 7D | -14.1% | +0.1% | -14.2% | -13.9% |
| 30D | -5.5% | -3.3% | -2.2% | +0.1% |
| 3M | 0.0% | -2.4% | +2.4% | +4.5% |
| 6M | +11.3% | +2.6% | +8.7% | +7.6% |
| YTD | -7.7% | +11.2% | -18.9% | -21.1% |
| 1Y | +17.5% | +13.4% | +4.2% | -2.4% |
| 3Y | -25.4% | +79.9% | -105.3% | -68.9% |
| 5Y | -46.0% | +72.2% | -118.2% | -75.1% |
| 10Y | +80.1% | +307.3% | -227.3% | -79.3% |
| All | +80.1% | +315.0% | -234.9% | -79.3% |
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