+18.8%
CLF vs SPYG
+22.6%
-3.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +2.0% |
| 7D | +7.6% | +0.4% | +7.2% | +7.0% |
| 30D | -1.2% | -0.4% | -0.7% | -0.5% |
| 3M | -13.4% | +0.5% | -13.9% | -13.8% |
| 6M | +15.4% | +17.5% | -2.0% | -8.5% |
| YTD | -5.9% | +14.3% | -20.2% | -22.8% |
| 1Y | +18.8% | +21.7% | -2.9% | -7.9% |
| All | +18.8% | +22.6% | -3.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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