+75.1%
SAP vs CLF
-33.4%
+108.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.2% |
| 7D | -0.7% | -19.6% | +18.9% | +0.3% |
| 30D | +11.1% | -5.0% | +16.1% | +11.0% |
| 3M | +17.0% | -6.3% | +23.3% | +16.8% |
| 6M | +34.8% | +2.8% | +32.1% | +33.4% |
| YTD | -2.2% | -13.7% | +11.5% | -3.1% |
| 1Y | -6.4% | +13.6% | -20.0% | -9.6% |
| 3Y | +75.1% | -34.0% | +109.1% | +72.3% |
| All | +75.1% | -33.4% | +108.6% | +72.3% |
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