+2,542.1%
SAP vs CLF
+224.0%
+2,318.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.2% | +13.7% | +3.2% |
| 7D | +4.0% | -21.0% | +25.0% | +7.3% |
| 30D | +15.7% | -8.0% | +23.7% | +16.3% |
| 3M | +23.4% | -10.9% | +34.3% | +24.1% |
| 6M | +41.3% | +5.8% | +35.4% | +37.0% |
| YTD | +2.0% | -15.1% | +17.1% | +0.8% |
| 1Y | -5.1% | +7.2% | -12.3% | -9.6% |
| 3Y | +82.1% | -34.2% | +116.3% | +76.4% |
| 5Y | +77.2% | -49.6% | +126.8% | +72.3% |
| 10Y | +233.6% | +109.9% | +123.7% | +124.5% |
| All | +2,542.1% | +224.0% | +2,318.1% | +735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling