+311.5%
SPY vs CLF
+108.7%
+202.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.3% |
| 7D | +0.5% | +6.5% | -6.0% | -0.4% |
| 30D | -0.9% | +0.2% | -1.2% | -1.1% |
| 3M | +3.9% | -3.1% | +7.0% | +3.6% |
| 6M | +14.5% | +25.0% | -10.5% | +9.6% |
| YTD | +12.9% | -7.5% | +20.4% | +11.8% |
| 1Y | +19.4% | +11.5% | +7.8% | +13.6% |
| 3Y | +78.5% | -13.7% | +92.2% | +68.6% |
| 5Y | +81.8% | -47.0% | +128.7% | +78.2% |
| 10Y | +311.5% | +116.3% | +195.2% | +192.9% |
| All | +311.5% | +108.7% | +202.9% | +192.9% |
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 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