+286.1%
CLF vs SBAC
+2,208.1%
-1,922.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +7.6% | -0.8% | +8.4% | +7.7% |
| 30D | -1.2% | +6.9% | -8.1% | -2.6% |
| 3M | -13.4% | -8.2% | -5.1% | -12.2% |
| 6M | +15.4% | -1.6% | +17.1% | +14.5% |
| YTD | -5.9% | -0.1% | -5.8% | -7.2% |
| 1Y | +18.8% | -0.5% | +19.3% | +17.1% |
| 3Y | -19.4% | -9.1% | -10.3% | -20.4% |
| 5Y | -47.7% | -43.8% | -3.9% | -43.1% |
| 10Y | +130.4% | +80.5% | +49.9% | +94.1% |
| All | +286.1% | +2,208.1% | -1,922.0% | +108.8% |
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