-38.3%
CLF vs VSXY
+90.2%
-128.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.5% |
| 7D | +16.0% | -1.6% | +17.6% | +16.3% |
| 30D | +1.6% | +17.8% | -16.2% | -2.2% |
| 3M | +6.7% | +12.5% | -5.8% | +2.8% |
| 6M | +21.1% | +124.7% | -103.6% | -3.4% |
| YTD | -1.6% | +93.2% | -94.7% | -19.6% |
| 1Y | +18.5% | +195.6% | -177.2% | -13.6% |
| 3Y | -21.0% | +434.6% | -455.7% | -53.6% |
| 5Y | -41.4% | +103.3% | -144.7% | -58.8% |
| All | -38.3% | +90.2% | -128.5% | -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 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