-47.3%
CLF vs VSXY
+23.6%
-71.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.5% | -2.5% |
| 7D | +6.5% | -6.8% | +13.3% | +7.9% |
| 30D | +0.2% | -20.4% | +20.6% | +5.0% |
| 3M | -3.1% | +2.9% | -6.0% | -5.1% |
| 6M | +25.0% | +67.9% | -42.9% | +6.2% |
| YTD | -7.5% | +44.9% | -52.3% | -19.2% |
| 1Y | +11.5% | +205.9% | -194.4% | -19.9% |
| 3Y | -13.7% | +373.9% | -387.5% | -49.4% |
| All | -47.3% | +23.6% | -71.0% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling