-41.8%
CLF vs SBAC
-39.6%
-2.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +10.4% | +0.6% | +9.8% | +10.2% |
| 30D | +0.6% | +5.5% | -4.9% | -1.0% |
| 3M | +4.1% | +3.1% | +1.0% | +2.9% |
| 6M | +15.1% | -7.0% | +22.1% | +16.2% |
| YTD | -4.7% | +0.5% | -5.2% | -6.9% |
| 1Y | +20.4% | +0.2% | +20.1% | +17.7% |
| 3Y | -23.4% | -7.4% | -16.0% | -26.6% |
| All | -41.8% | -39.6% | -2.1% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling