+13,845.6%
SPGI vs CLF
+714.0%
+13,131.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | +0.1% | +7.6% | -7.4% | -0.9% |
| 30D | +8.4% | -1.2% | +9.6% | +8.3% |
| 3M | +11.8% | -13.4% | +25.2% | +13.0% |
| 6M | +5.7% | +15.4% | -9.7% | +1.9% |
| YTD | -9.7% | -5.9% | -3.8% | -11.3% |
| 1Y | -12.5% | +18.8% | -31.3% | -18.1% |
| 3Y | +21.8% | -19.4% | +41.2% | +15.1% |
| 5Y | +8.2% | -47.7% | +55.9% | +5.1% |
| 10Y | +309.5% | +130.4% | +179.1% | +175.7% |
| All | +13,845.6% | +714.0% | +13,131.6% | +6,408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling