+75.7%
SAP vs CLF
-41.3%
+117.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -2.5% | +2.3% | -4.8% | -2.8% |
| 30D | +7.5% | +1.9% | +5.5% | +6.7% |
| 3M | +11.6% | +5.9% | +5.8% | +10.2% |
| 6M | +37.6% | +16.9% | +20.7% | +33.5% |
| YTD | -2.0% | -1.1% | -0.9% | -4.3% |
| 1Y | -6.4% | +28.8% | -35.2% | -11.8% |
| 3Y | +67.7% | -20.6% | +88.3% | +60.9% |
| 5Y | +75.7% | -41.5% | +117.3% | +66.0% |
| All | +75.7% | -41.3% | +117.0% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling