-36.1%
CLF vs SN
+639.7%
-675.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.0% | -11.3% | -12.0% |
| 7D | -21.0% | +3.8% | -24.8% | -21.8% |
| 30D | -8.0% | +17.5% | -25.5% | -12.0% |
| 3M | -10.9% | +19.2% | -30.1% | -15.4% |
| 6M | +5.8% | +84.9% | -79.1% | -11.3% |
| YTD | -15.1% | +94.0% | -109.2% | -30.3% |
| 1Y | +7.2% | +151.3% | -144.1% | -17.8% |
| 3Y | -34.2% | +387.1% | -421.2% | -52.6% |
| All | -36.1% | +639.7% | -675.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling