+254.0%
CLF vs SBAC
+2,207.9%
-1,953.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.1% |
| 7D | -19.6% | +1.2% | -20.8% | -19.9% |
| 30D | -5.0% | +11.2% | -16.2% | -7.3% |
| 3M | -6.3% | +4.5% | -10.7% | -7.5% |
| 6M | +2.8% | -12.2% | +14.9% | +4.7% |
| YTD | -13.7% | -0.1% | -13.6% | -15.2% |
| 1Y | +13.6% | -0.3% | +13.8% | +11.7% |
| 3Y | -34.0% | -8.7% | -25.3% | -35.0% |
| 5Y | -48.7% | -40.2% | -8.6% | -45.0% |
| 10Y | +113.4% | +97.3% | +16.1% | +76.1% |
| All | +254.0% | +2,207.9% | -1,953.9% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling