+342.5%
CLF vs SNY
+242.6%
+99.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -2.7% | -3.6% | +1.0% | -0.4% |
| 30D | -3.2% | -1.4% | -1.8% | -2.4% |
| 3M | -5.0% | -4.2% | -0.7% | -3.0% |
| 6M | +26.6% | +2.0% | +24.6% | +23.9% |
| YTD | -9.0% | -6.7% | -2.3% | -5.9% |
| 1Y | +11.8% | -4.7% | +16.5% | +13.0% |
| 3Y | -15.1% | -8.1% | -7.0% | -18.0% |
| 5Y | -48.2% | +8.2% | -56.4% | -56.9% |
| 10Y | +127.6% | +64.8% | +62.8% | +36.8% |
| All | +342.5% | +242.6% | +99.9% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling