+78.3%
SPY vs CLF
-20.4%
+98.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +3.3% | +16.0% | -12.7% | +1.7% |
| 30D | -2.7% | +1.6% | -4.3% | -3.2% |
| 3M | -1.7% | +6.7% | -8.4% | -3.0% |
| 6M | +3.1% | +21.1% | -18.0% | -0.2% |
| YTD | +11.9% | -1.6% | +13.5% | +9.7% |
| 1Y | +12.0% | +18.5% | -6.5% | +7.3% |
| All | +78.3% | -20.4% | +98.7% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling