+488.2%
CLF vs SPYG
+530.1%
-42.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.7% | +4.3% | +3.6% |
| 7D | -14.1% | 0.0% | -14.1% | -13.7% |
| 30D | -5.5% | -8.4% | +2.8% | +5.8% |
| 3M | 0.0% | -6.2% | +6.2% | +8.8% |
| 6M | +11.3% | -1.8% | +13.0% | +13.8% |
| YTD | -7.7% | +8.4% | -16.1% | -16.3% |
| 1Y | +17.5% | +10.1% | +7.5% | +4.6% |
| 3Y | -25.4% | +94.9% | -120.4% | -66.9% |
| 5Y | -46.0% | +68.5% | -114.4% | -71.2% |
| 10Y | +80.1% | +392.2% | -312.2% | -74.3% |
| All | +488.2% | +530.1% | -42.0% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling