-38.0%
CLF vs VSXY
+99.7%
-137.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +1.9% | +24.0% | -22.1% | -2.9% |
| 3M | +5.9% | +16.7% | -10.8% | +1.3% |
| 6M | +16.9% | +138.6% | -121.7% | -8.0% |
| YTD | -1.1% | +102.8% | -103.9% | -20.0% |
| 1Y | +28.8% | +214.2% | -185.3% | -7.2% |
| 3Y | -20.6% | +461.4% | -482.0% | -53.8% |
| 5Y | -41.5% | +118.3% | -159.8% | -59.4% |
| All | -38.0% | +99.7% | -137.7% | -57.5% |
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