+438.1%
CLF vs SPY
+3,045.4%
-2,607.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | 0.0% |
| 7D | +16.0% | +3.3% | +12.7% | +10.9% |
| 30D | +1.6% | -2.7% | +4.3% | +6.0% |
| 3M | +6.7% | -1.7% | +8.4% | +9.9% |
| 6M | +21.1% | +3.1% | +18.0% | +16.9% |
| YTD | -1.6% | +11.9% | -13.5% | -14.7% |
| 1Y | +18.5% | +12.0% | +6.5% | +2.8% |
| 3Y | -21.0% | +78.2% | -99.2% | -62.9% |
| 5Y | -41.4% | +73.2% | -114.6% | -70.4% |
| 10Y | +86.5% | +309.6% | -223.1% | -67.9% |
| All | +438.1% | +3,045.4% | -2,607.3% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling