-41.4%
CLF vs SAN
+294.7%
-336.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.8% |
| 7D | +16.0% | +1.0% | +15.0% | +15.4% |
| 30D | +1.6% | -9.4% | +11.0% | +6.1% |
| 3M | +6.7% | -17.1% | +23.8% | +16.3% |
| 6M | +21.1% | +2.2% | +19.0% | +18.3% |
| YTD | -1.6% | +6.0% | -7.6% | -6.4% |
| 1Y | +18.5% | +12.7% | +5.8% | +9.1% |
| 3Y | -21.0% | +242.1% | -263.2% | -59.9% |
| 5Y | -41.4% | +293.6% | -335.0% | -73.5% |
| All | -41.4% | +294.7% | -336.1% | -73.5% |
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