+235.4%
SAP vs CLF
+80.0%
+155.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -3.9% | +16.0% | -19.9% | -5.4% |
| 30D | +6.5% | +1.6% | +4.9% | +5.7% |
| 3M | +14.7% | +6.7% | +8.0% | +12.9% |
| 6M | +39.9% | +21.1% | +18.8% | +34.7% |
| YTD | -2.0% | -1.6% | -0.4% | -4.4% |
| 1Y | -6.0% | +18.5% | -24.5% | -10.5% |
| 3Y | +67.7% | -21.0% | +88.7% | +60.2% |
| 5Y | +78.8% | -41.4% | +120.2% | +72.0% |
| All | +235.4% | +80.0% | +155.4% | +150.7% |
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