+124.6%
CLF vs SNY
+64.5%
+60.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.5% | -3.3% | -0.2% | -2.1% |
| 30D | -1.6% | -2.2% | +0.6% | -0.7% |
| 3M | -12.0% | -3.0% | -9.0% | -11.2% |
| 6M | +30.0% | +2.7% | +27.2% | +27.7% |
| YTD | -9.2% | -6.8% | -2.3% | -6.8% |
| 1Y | +2.3% | -5.3% | +7.6% | +3.5% |
| 3Y | -14.4% | -9.8% | -4.6% | -15.3% |
| 5Y | -48.3% | +9.7% | -58.0% | -56.1% |
| All | +124.6% | +64.5% | +60.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling