+222.9%
SAP vs CLF
+92.7%
+130.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | +1.0% |
| 7D | +1.6% | -14.1% | +15.7% | +3.1% |
| 30D | +10.5% | -5.5% | +16.1% | +10.6% |
| 3M | +15.2% | 0.0% | +15.2% | +14.2% |
| 6M | +36.7% | +11.3% | +25.4% | +32.9% |
| YTD | -0.6% | -7.7% | +7.1% | -2.4% |
| 1Y | -4.1% | +17.5% | -21.7% | -8.8% |
| 3Y | +73.2% | -25.4% | +98.7% | +66.5% |
| 5Y | +74.1% | -46.0% | +120.1% | +69.0% |
| 10Y | +222.9% | +80.1% | +142.9% | +141.2% |
| All | +222.9% | +92.7% | +130.3% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling