-14.8%
SKHY vs CLF
+36.3%
-51.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.2% | +4.1% | -1.9% |
| 7D | -13.1% | -7.9% | -5.2% | -10.7% |
| 30D | -26.6% | +5.2% | -31.9% | -27.8% |
| 3M | -7.3% | +4.3% | -11.6% | -8.7% |
| All | -14.8% | +36.3% | -51.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · Available span rolling