+87.5%
CLF vs SAN
+275.0%
-187.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.6% |
| 7D | +2.3% | +3.4% | -1.1% | +0.3% |
| 30D | +1.9% | -6.3% | +8.2% | +5.2% |
| 3M | +5.9% | -14.1% | +20.0% | +15.2% |
| 6M | +16.9% | +4.2% | +12.7% | +12.0% |
| YTD | -1.1% | +9.0% | -10.1% | -9.1% |
| 1Y | +28.8% | +18.8% | +10.1% | +12.0% |
| 3Y | -20.6% | +252.0% | -272.6% | -67.7% |
| 5Y | -41.5% | +299.5% | -341.0% | -79.3% |
| 10Y | +87.5% | +276.7% | -189.1% | -29.1% |
| All | +87.5% | +275.0% | -187.5% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling