-41.4%
CLF vs SPY
+74.0%
-115.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | 0.0% |
| 7D | +16.0% | +3.3% | +12.7% | +10.1% |
| 30D | +1.6% | -2.7% | +4.3% | +6.6% |
| 3M | +6.7% | -1.7% | +8.4% | +10.3% |
| 6M | +21.1% | +3.1% | +18.0% | +16.1% |
| YTD | -1.6% | +11.9% | -13.5% | -16.7% |
| 1Y | +18.5% | +12.0% | +6.5% | +0.4% |
| 3Y | -21.0% | +78.2% | -99.2% | -65.2% |
| 5Y | -41.4% | +73.2% | -114.6% | -73.4% |
| All | -41.4% | +74.0% | -115.4% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling