+12.4%
SPY vs CLF
+27.9%
-15.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | -0.9% | +2.3% | -3.2% | -1.2% |
| 30D | -2.4% | +1.9% | -4.3% | -2.8% |
| 3M | -1.2% | +5.9% | -7.0% | -2.1% |
| 6M | +3.3% | +16.9% | -13.6% | +1.4% |
| YTD | +12.3% | -1.1% | +13.3% | +9.1% |
| 1Y | +12.4% | +28.8% | -16.4% | +4.8% |
| All | +12.4% | +27.9% | -15.5% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling