-42.1%
CLF vs VSXY
+106.4%
-148.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.1% | +1.9% | +5.9% |
| 7D | -14.1% | +15.2% | -29.3% | -16.8% |
| 30D | -5.5% | +37.0% | -42.5% | -12.0% |
| 3M | 0.0% | +15.2% | -15.2% | -4.1% |
| 6M | +11.3% | +136.3% | -125.1% | -12.2% |
| YTD | -7.7% | +109.6% | -117.2% | -25.8% |
| 1Y | +17.5% | +223.7% | -206.1% | -15.9% |
| 3Y | -25.4% | +516.3% | -541.7% | -57.5% |
| 5Y | -46.0% | +125.1% | -171.1% | -62.7% |
| All | -42.1% | +106.4% | -148.5% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling