+16.9%
CLF vs SUNB
+15.5%
+1.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.8% |
| 7D | +2.3% | +3.2% | -0.9% | +0.8% |
| 30D | +1.9% | +10.3% | -8.3% | -2.4% |
| 3M | +5.9% | +3.9% | +2.0% | +4.4% |
| 6M | +16.9% | +17.5% | -0.6% | +9.3% |
| All | +16.9% | +15.5% | +1.4% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling