+306.8%
SPOT vs CLF
+96.8%
+210.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.2% |
| 7D | +1.0% | -9.1% | +10.1% | +2.2% |
| 30D | +14.6% | -0.9% | +15.5% | +13.8% |
| 3M | +18.4% | +3.0% | +15.5% | +16.3% |
| 6M | +45.1% | +16.7% | +28.4% | +37.8% |
| YTD | +4.4% | -3.2% | +7.6% | +1.1% |
| 1Y | -2.7% | +24.6% | -27.3% | -10.0% |
| 3Y | +254.6% | -22.3% | +276.9% | +232.5% |
| 5Y | +124.8% | -41.2% | +166.0% | +113.7% |
| All | +306.8% | +96.8% | +210.0% | +170.5% |
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