+33.0%
SPGI vs CLF
-34.5%
+67.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.2% | +10.3% | -1.6% |
| 7D | +2.6% | -21.0% | +23.5% | +3.1% |
| 30D | +19.3% | -8.0% | +27.3% | +19.3% |
| 3M | +15.5% | -10.9% | +26.4% | +15.6% |
| 6M | +18.3% | +5.8% | +12.5% | +17.5% |
| YTD | -3.8% | -15.1% | +11.3% | -4.1% |
| 1Y | +1.3% | +7.2% | -5.9% | -0.4% |
| All | +33.0% | -34.5% | +67.5% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling