+123.7%
CLF vs SAN
+347.3%
-223.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | +7.6% | +1.8% | +5.8% | +6.4% |
| 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% | -3.1% |
| YTD | -5.9% | +28.8% | -34.7% | -21.2% |
| 1Y | +18.8% | +57.8% | -38.9% | -12.4% |
| 3Y | -19.4% | +338.1% | -357.5% | -71.1% |
| 5Y | -47.7% | +384.2% | -431.9% | -83.4% |
| All | +123.7% | +347.3% | -223.5% | -30.7% |
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