+468.7%
SPCX vs CLF
-15.2%
+483.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +5.7% |
| 7D | -0.3% | -19.6% | +19.2% | +40.6% |
| 30D | -19.9% | -5.0% | -14.9% | -23.1% |
| 3M | +16.8% | -6.3% | +23.1% | +5.4% |
| 6M | +421.0% | +9.0% | +411.9% | +347.6% |
| YTD | +421.0% | +9.0% | +411.9% | +347.6% |
| 1Y | +421.0% | +9.0% | +411.9% | +347.6% |
| All | +468.7% | -15.2% | +483.9% | +392.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling