-48.2%
CLF vs SU
+360.6%
-408.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.5% |
| 7D | -2.7% | +1.6% | -4.2% | -3.5% |
| 30D | -3.2% | +10.7% | -13.9% | -8.5% |
| 3M | -5.0% | +13.5% | -18.5% | -11.7% |
| 6M | +26.6% | +21.8% | +4.8% | +10.4% |
| YTD | -9.0% | +58.8% | -67.8% | -32.2% |
| 1Y | +11.8% | +72.0% | -60.2% | -20.8% |
| 3Y | -15.1% | +121.7% | -136.8% | -48.3% |
| 5Y | -48.2% | +350.4% | -398.6% | -80.3% |
| All | -48.2% | +360.6% | -408.8% | -80.3% |
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