+15.1%
CLF vs SNDU
-85.2%
+100.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.4% | +8.2% | -2.2% |
| 7D | +10.4% | +9.0% | +1.4% | +9.2% |
| 30D | +0.6% | -67.4% | +68.0% | +7.0% |
| 3M | +4.1% | -75.6% | +79.7% | +11.9% |
| 6M | +15.1% | -84.0% | +99.1% | +16.9% |
| All | +15.1% | -85.2% | +100.3% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling