+80.1%
CLF vs SAN
+267.2%
-187.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.1% | +0.8% | +3.2% |
| 7D | -14.1% | +8.7% | -22.8% | -18.9% |
| 30D | -5.5% | -6.5% | +0.9% | -2.4% |
| 3M | 0.0% | -14.2% | +14.2% | +8.8% |
| 6M | +11.3% | +2.7% | +8.5% | +7.5% |
| YTD | -7.7% | +8.9% | -16.5% | -15.1% |
| 1Y | +17.5% | +23.4% | -5.8% | -0.3% |
| 3Y | -25.4% | +257.9% | -283.4% | -69.9% |
| 5Y | -46.0% | +297.8% | -343.7% | -80.8% |
| 10Y | +80.1% | +259.6% | -179.5% | -31.2% |
| All | +80.1% | +267.2% | -187.2% | -31.2% |
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 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