-15.6%
SPCX vs CLF
-7.9%
-7.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.2% | +5.4% | -1.6% |
| 7D | -6.4% | -7.9% | +1.5% | -4.6% |
| 30D | -20.6% | +5.2% | -25.8% | -21.1% |
| 3M | +8.4% | +4.3% | +4.1% | +6.9% |
| All | -15.6% | -7.9% | -7.7% | -19.9% |
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