-13.7%
CLF vs SPYG
+100.8%
-114.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +6.5% | +1.2% | +5.3% | +4.9% |
| 30D | +0.2% | -1.6% | +1.8% | +2.3% |
| 3M | -3.1% | +3.4% | -6.4% | -7.5% |
| 6M | +25.0% | +18.9% | +6.1% | +0.7% |
| YTD | -7.5% | +13.8% | -21.2% | -21.4% |
| 1Y | +11.5% | +20.6% | -9.1% | -10.7% |
| 3Y | -13.7% | +100.5% | -114.2% | -56.6% |
| All | -13.7% | +100.8% | -114.5% | -56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling