+706.4%
CLF vs SU
+62,578.4%
-61,872.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | +10.4% | +1.7% | +8.7% | +10.4% |
| 30D | +0.6% | -7.9% | +8.4% | +0.6% |
| 3M | +4.1% | +7.5% | -3.4% | +4.1% |
| 6M | +15.1% | +7.2% | +7.9% | +15.1% |
| YTD | -4.7% | +60.9% | -65.7% | -4.9% |
| 1Y | +20.4% | +63.6% | -43.3% | +20.2% |
| 3Y | -23.4% | +128.9% | -152.3% | -23.5% |
| 5Y | -43.3% | +228.3% | -271.5% | -43.4% |
| 10Y | +80.5% | +240.6% | -160.0% | +80.0% |
| All | +706.4% | +62,578.4% | -61,872.0% | +692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling