+28.8%
CLF vs SN
+140.1%
-111.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.3% | +3.5% | -1.2% | +1.5% |
| 30D | +1.9% | +19.4% | -17.5% | -2.7% |
| 3M | +5.9% | +20.9% | -15.0% | +0.7% |
| 6M | +16.9% | +111.1% | -94.2% | -8.9% |
| YTD | -1.1% | +102.8% | -103.9% | -25.0% |
| 1Y | +28.8% | +146.2% | -117.4% | -7.3% |
| All | +28.8% | +140.1% | -111.2% | -7.3% |
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