+311.1%
SPOT vs CLF
+93.6%
+217.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.8% |
| 7D | +1.6% | +10.4% | -8.8% | 0.0% |
| 30D | +16.9% | +0.6% | +16.4% | +15.8% |
| 3M | +23.0% | +4.1% | +18.8% | +20.5% |
| 6M | +42.2% | +15.1% | +27.1% | +35.3% |
| YTD | +5.5% | -4.7% | +10.2% | +2.4% |
| 1Y | -5.1% | +20.4% | -25.4% | -11.7% |
| 3Y | +257.9% | -23.4% | +281.3% | +236.2% |
| 5Y | +118.4% | -43.3% | +161.6% | +108.8% |
| All | +311.1% | +93.6% | +217.5% | +174.0% |
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 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