+18.5%
CLF vs SPY
+11.8%
+6.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | +0.1% |
| 7D | +16.0% | +3.3% | +12.7% | +9.1% |
| 30D | +1.6% | -2.7% | +4.3% | +7.5% |
| 3M | +6.7% | -1.7% | +8.4% | +10.9% |
| 6M | +21.1% | +3.1% | +18.0% | +14.7% |
| YTD | -1.6% | +11.9% | -13.5% | -19.9% |
| 1Y | +18.5% | +12.0% | +6.5% | -2.8% |
| All | +18.5% | +11.8% | +6.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling