-51.4%
CLF vs SAN
+267.8%
-319.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.8% |
| 7D | -19.6% | +4.9% | -24.5% | -21.8% |
| 30D | -5.0% | -13.0% | +8.0% | +1.1% |
| 3M | -6.3% | -18.9% | +12.6% | +3.2% |
| 6M | +2.8% | -4.1% | +6.9% | +3.6% |
| YTD | -13.7% | +2.6% | -16.3% | -16.7% |
| 1Y | +13.6% | +16.9% | -3.4% | +2.6% |
| 3Y | -34.0% | +239.1% | -273.0% | -66.5% |
| All | -51.4% | +267.8% | -319.2% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling