+178.2%
SAP vs CLF
+128.0%
+50.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.1% |
| 7D | -2.9% | +7.6% | -10.5% | -3.7% |
| 30D | +9.0% | -1.2% | +10.2% | +9.0% |
| 3M | +14.9% | -13.4% | +28.3% | +16.1% |
| 6M | +11.9% | +15.4% | -3.5% | +8.8% |
| YTD | -9.9% | -5.9% | -4.0% | -11.1% |
| 1Y | -19.5% | +18.8% | -38.4% | -23.7% |
| 3Y | +61.8% | -19.4% | +81.2% | +55.0% |
| 5Y | +56.2% | -47.7% | +103.9% | +52.9% |
| All | +178.2% | +128.0% | +50.3% | +104.9% |
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