+14,754.4%
SPGI vs CLF
+633.9%
+14,120.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.2% | +10.3% | -0.3% |
| 7D | +2.6% | -21.0% | +23.5% | +5.7% |
| 30D | +19.3% | -8.0% | +27.3% | +19.9% |
| 3M | +15.5% | -10.9% | +26.4% | +16.2% |
| 6M | +18.3% | +5.8% | +12.5% | +15.0% |
| YTD | -3.8% | -15.1% | +11.3% | -4.9% |
| 1Y | +1.3% | +7.2% | -5.9% | -3.3% |
| 3Y | +33.6% | -34.2% | +67.8% | +29.1% |
| 5Y | +13.2% | -49.6% | +62.8% | +10.0% |
| 10Y | +346.3% | +109.9% | +236.4% | +203.7% |
| All | +14,754.4% | +633.9% | +14,120.4% | +6,876.9% |
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 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