-41.0%
CLF vs VSXY
+37.4%
-78.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | +7.6% | -14.0% | +21.6% | +11.0% |
| 30D | -1.2% | -15.9% | +14.7% | +2.1% |
| 3M | -13.4% | +3.4% | -16.8% | -15.3% |
| 6M | +15.4% | +25.9% | -10.5% | +5.1% |
| YTD | -5.9% | +39.5% | -45.4% | -16.8% |
| 1Y | +18.8% | +194.4% | -175.5% | -13.0% |
| 3Y | -19.4% | +281.4% | -300.8% | -49.0% |
| 5Y | -47.7% | +12.8% | -60.5% | -58.7% |
| All | -41.0% | +37.4% | -78.4% | -55.8% |
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