+20.2%
CLF vs VSXY
+210.1%
-189.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +8.4% | -17.6% | -10.0% |
| 7D | -7.9% | +14.2% | -22.1% | -9.3% |
| 30D | +5.2% | +21.9% | -16.6% | +2.7% |
| 3M | +4.3% | +22.1% | -17.8% | +1.3% |
| 6M | +25.3% | +116.7% | -91.4% | +8.1% |
| YTD | -3.3% | +101.1% | -104.4% | -14.8% |
| 1Y | +20.2% | +208.0% | -187.8% | +5.4% |
| All | +20.2% | +210.1% | -189.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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