+20.2%
CLF vs SN
+156.5%
-136.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.1% | -13.3% | -10.0% |
| 7D | -7.9% | +10.6% | -18.5% | -10.0% |
| 30D | +5.2% | +20.0% | -14.8% | +0.6% |
| 3M | +4.3% | +30.4% | -26.1% | -3.1% |
| 6M | +25.3% | +91.0% | -65.7% | +2.6% |
| YTD | -3.3% | +95.9% | -99.2% | -23.7% |
| 1Y | +20.2% | +158.9% | -138.7% | -6.6% |
| All | +20.2% | +156.5% | -136.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling