+4.1%
CLF vs SNDU
-68.9%
+73.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.4% | +8.2% | -1.3% |
| 7D | +10.4% | +9.0% | +1.4% | +7.9% |
| 30D | +0.6% | -67.4% | +68.0% | +13.0% |
| 3M | +4.1% | -75.6% | +79.7% | +18.9% |
| All | +4.1% | -68.9% | +73.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 3mo: compounded portfolio wealth divided by compounded SNDU 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…
3mo analysis · Full analysis span regression · Available span rolling