+530.4%
CLF vs SPYG
+535.5%
-5.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.1% |
| 7D | +2.3% | -1.5% | +3.9% | +4.9% |
| 30D | +1.9% | -7.2% | +9.1% | +12.3% |
| 3M | +5.9% | -4.6% | +10.5% | +12.8% |
| 6M | +16.9% | -1.2% | +18.1% | +18.7% |
| YTD | -1.1% | +9.3% | -10.3% | -11.3% |
| 1Y | +28.8% | +8.8% | +20.0% | +16.3% |
| 3Y | -20.6% | +93.3% | -113.9% | -64.4% |
| 5Y | -41.5% | +71.7% | -113.2% | -69.6% |
| 10Y | +87.5% | +399.8% | -312.3% | -73.7% |
| All | +530.4% | +535.5% | -5.1% | -59.2% |
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 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