-42.9%
CLF vs VSXY
+37.7%
-80.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.9% |
| 7D | -2.7% | -10.7% | +8.1% | -0.4% |
| 30D | -3.2% | -24.3% | +21.1% | +2.4% |
| 3M | -5.0% | +1.0% | -6.0% | -6.5% |
| 6M | +26.6% | +57.4% | -30.8% | +9.6% |
| YTD | -9.0% | +39.8% | -48.7% | -19.6% |
| 1Y | +11.8% | +196.5% | -184.6% | -18.3% |
| 3Y | -15.1% | +357.2% | -372.3% | -48.7% |
| 5Y | -48.2% | +18.9% | -67.1% | -59.4% |
| All | -42.9% | +37.7% | -80.6% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling