+18.8%
CLF vs SAN
+58.9%
-40.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | +7.6% | +1.8% | +5.8% | +6.5% |
| 30D | -1.2% | +2.0% | -3.2% | -2.4% |
| 3M | -13.4% | +19.7% | -33.1% | -23.0% |
| 6M | +15.4% | +30.6% | -15.2% | -2.6% |
| YTD | -5.9% | +28.8% | -34.7% | -23.2% |
| 1Y | +18.8% | +57.8% | -38.9% | -15.2% |
| All | +18.8% | +58.9% | -40.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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