-41.5%
CLF vs SU
+222.7%
-264.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.2% |
| 7D | +2.3% | -4.3% | +6.6% | +4.9% |
| 30D | +1.9% | -6.2% | +8.1% | +5.5% |
| 3M | +5.9% | +9.7% | -3.8% | +0.4% |
| 6M | +16.9% | +7.3% | +9.6% | +11.0% |
| YTD | -1.1% | +58.7% | -59.8% | -26.9% |
| 1Y | +28.8% | +59.7% | -30.9% | -5.2% |
| 3Y | -20.6% | +129.2% | -149.8% | -52.9% |
| 5Y | -41.5% | +223.7% | -265.2% | -70.4% |
| All | -41.5% | +222.7% | -264.2% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling