+82.7%
SAP vs CLF
-34.5%
+117.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.2% | +13.7% | +2.1% |
| 7D | +4.0% | -21.0% | +25.0% | +5.2% |
| 30D | +15.7% | -8.0% | +23.7% | +15.8% |
| 3M | +23.4% | -10.9% | +34.3% | +23.6% |
| 6M | +41.3% | +5.8% | +35.4% | +39.4% |
| YTD | +2.0% | -15.1% | +17.1% | +1.1% |
| 1Y | -5.1% | +7.2% | -12.3% | -7.9% |
| All | +82.7% | -34.5% | +117.2% | +79.9% |
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 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