+251.0%
SPOT vs CLF
+85.0%
+165.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | -6.5% | -2.7% | -3.8% | -6.1% |
| 30D | +2.2% | -3.2% | +5.4% | +2.5% |
| 3M | +5.4% | -5.0% | +10.3% | +5.2% |
| 6M | -4.0% | +26.6% | -30.6% | -9.4% |
| YTD | -9.9% | -9.0% | -1.0% | -10.9% |
| 1Y | -27.3% | +11.8% | -39.1% | -31.9% |
| 3Y | +236.4% | -15.1% | +251.5% | +212.4% |
| 5Y | +112.6% | -48.2% | +160.8% | +107.6% |
| All | +251.0% | +85.0% | +165.9% | +138.4% |
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 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