+2.3%
CLF vs SNY
-4.5%
+6.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.5% | -3.3% | -0.2% | -2.8% |
| 30D | -1.6% | -2.2% | +0.6% | -1.1% |
| 3M | -12.0% | -3.0% | -9.0% | -11.5% |
| 6M | +30.0% | +2.7% | +27.2% | +28.8% |
| YTD | -9.2% | -6.8% | -2.3% | -8.3% |
| 1Y | +2.3% | -5.3% | +7.6% | +2.5% |
| All | +2.3% | -4.5% | +6.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling