-29.2%
CLF vs SN
+490.7%
-519.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +7.6% | -9.3% | +16.9% | +10.3% |
| 30D | -1.2% | -4.8% | +3.6% | 0.0% |
| 3M | -13.4% | +40.4% | -53.8% | -21.4% |
| 6M | +15.4% | +50.9% | -35.5% | +2.4% |
| YTD | -5.9% | +54.9% | -60.8% | -17.6% |
| 1Y | +18.8% | +43.0% | -24.2% | +5.7% |
| 3Y | -19.4% | +391.8% | -411.2% | -38.0% |
| All | -29.2% | +490.7% | -519.9% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling