-34.0%
CLF vs SN
+397.9%
-431.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.9% |
| 7D | -19.6% | +7.2% | -26.8% | -21.4% |
| 30D | -5.0% | +20.4% | -25.4% | -10.7% |
| 3M | -6.3% | +23.9% | -30.2% | -13.2% |
| 6M | +2.8% | +93.0% | -90.3% | -18.5% |
| YTD | -13.7% | +99.2% | -112.9% | -33.1% |
| 1Y | +13.6% | +142.6% | -129.0% | -17.8% |
| 3Y | -34.0% | +398.8% | -432.8% | -61.1% |
| All | -34.0% | +397.9% | -431.9% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling