+80.7%
SAP vs CLF
-42.8%
+123.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.7% |
| 7D | +0.6% | +10.4% | -9.8% | -0.3% |
| 30D | +6.5% | +0.6% | +6.0% | +5.9% |
| 3M | +12.2% | +4.1% | +8.1% | +10.9% |
| 6M | +46.1% | +15.1% | +31.0% | +41.9% |
| YTD | -1.6% | -4.7% | +3.1% | -3.6% |
| 1Y | -5.1% | +20.4% | -25.5% | -9.9% |
| 3Y | +68.4% | -23.4% | +91.7% | +62.0% |
| All | +80.7% | -42.8% | +123.5% | +71.2% |
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 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