+67.4%
SAP vs CLF
-21.8%
+89.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -1.8% |
| 7D | +1.5% | -9.1% | +10.5% | +1.9% |
| 30D | +8.8% | -0.9% | +9.8% | +8.6% |
| 3M | +12.1% | +3.0% | +9.1% | +11.4% |
| 6M | +34.6% | +16.7% | +17.9% | +32.2% |
| YTD | -2.1% | -3.2% | +1.1% | -3.6% |
| 1Y | -5.5% | +24.6% | -30.2% | -9.1% |
| 3Y | +67.4% | -22.3% | +89.7% | +62.2% |
| All | +67.4% | -21.8% | +89.3% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling