-30.5%
CLF vs SN
+681.9%
-712.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.0% | +6.2% |
| 7D | -14.1% | +7.6% | -21.7% | -15.7% |
| 30D | -5.5% | +24.1% | -29.6% | -10.8% |
| 3M | 0.0% | +23.7% | -23.7% | -5.9% |
| 6M | +11.3% | +105.5% | -94.3% | -9.2% |
| YTD | -7.7% | +105.1% | -112.8% | -25.2% |
| 1Y | +17.5% | +148.3% | -130.7% | -9.5% |
| 3Y | -25.4% | +438.7% | -464.1% | -47.1% |
| All | -30.5% | +681.9% | -712.5% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling