+2,956.9%
SPY vs CLF
+363.8%
+2,593.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -2.7% | -19.6% | +16.9% | +0.2% |
| 30D | -5.4% | -5.0% | -0.4% | -5.2% |
| 3M | -4.1% | -6.3% | +2.2% | -4.0% |
| 6M | +0.7% | +2.8% | -2.1% | -1.4% |
| YTD | +8.7% | -13.7% | +22.4% | +7.9% |
| 1Y | +10.9% | +13.6% | -2.7% | +5.6% |
| 3Y | +75.0% | -34.0% | +109.0% | +71.1% |
| 5Y | +67.8% | -48.7% | +116.5% | +64.8% |
| 10Y | +312.9% | +113.4% | +199.4% | +189.4% |
| All | +2,956.9% | +363.8% | +2,593.1% | +1,198.7% |
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