-47.0%
CLF vs SPYG
+84.3%
-131.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +6.5% | +1.2% | +5.3% | +5.0% |
| 30D | +0.2% | -1.6% | +1.8% | +2.2% |
| 3M | -3.1% | +3.4% | -6.4% | -7.3% |
| 6M | +25.0% | +18.9% | +6.1% | +2.2% |
| YTD | -7.5% | +13.8% | -21.2% | -20.5% |
| 1Y | +11.5% | +20.6% | -9.1% | -9.4% |
| 3Y | -13.7% | +100.5% | -114.2% | -59.7% |
| 5Y | -47.0% | +84.6% | -131.6% | -74.2% |
| All | -47.0% | +84.3% | -131.3% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling