-17.5%
CLF vs SBAC
-8.8%
-8.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +7.6% | -0.8% | +8.4% | +7.6% |
| 30D | -1.2% | +6.9% | -8.1% | -1.3% |
| 3M | -13.4% | -8.2% | -5.1% | -13.0% |
| 6M | +15.4% | -1.6% | +17.1% | +15.2% |
| YTD | -5.9% | -0.1% | -5.8% | -6.2% |
| 1Y | +18.8% | -0.5% | +19.3% | +18.5% |
| All | -17.5% | -8.8% | -8.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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