+3,094.0%
SPY vs CLF
+405.9%
+2,688.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | +0.1% | +7.6% | -7.5% | -1.0% |
| 30D | +0.1% | -1.2% | +1.2% | +0.1% |
| 3M | +2.0% | -13.4% | +15.4% | +3.3% |
| 6M | +13.0% | +15.4% | -2.4% | +9.2% |
| YTD | +13.5% | -5.9% | +19.4% | +12.1% |
| 1Y | +20.0% | +18.8% | +1.1% | +13.0% |
| 3Y | +77.2% | -19.4% | +96.6% | +69.2% |
| 5Y | +81.9% | -47.7% | +129.6% | +78.7% |
| 10Y | +314.1% | +130.4% | +183.7% | +187.4% |
| All | +3,094.0% | +405.9% | +2,688.2% | +1,249.5% |
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