-22.3%
CLF vs SAN
+258.0%
-280.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | -9.1% | +10.8% | -19.8% | -13.1% |
| 30D | -0.9% | -5.7% | +4.8% | +1.3% |
| 3M | +3.0% | -13.4% | +16.4% | +9.2% |
| 6M | +16.7% | +3.5% | +13.1% | +13.8% |
| YTD | -3.2% | +9.7% | -12.9% | -8.6% |
| 1Y | +24.6% | +20.9% | +3.7% | +13.1% |
| 3Y | -22.3% | +254.3% | -276.6% | -50.0% |
| All | -22.3% | +258.0% | -280.3% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling