+20.2%
CLF vs SU
+88.1%
-67.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.5% | -4.7% | -8.8% |
| 7D | -7.9% | -7.1% | -0.8% | -7.4% |
| 30D | +5.2% | +4.8% | +0.5% | +5.6% |
| 3M | +4.3% | +12.5% | -8.2% | +4.3% |
| 6M | +25.3% | +6.5% | +18.8% | +22.0% |
| YTD | -3.3% | +65.8% | -69.1% | -19.1% |
| 1Y | +20.2% | +86.2% | -65.9% | +2.9% |
| All | +20.2% | +88.1% | -67.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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