+2,684.0%
SNDK vs CLF
+20.0%
+2,664.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.8% | +10.1% | +11.1% |
| 7D | +17.2% | +7.6% | +9.6% | +13.5% |
| 30D | +28.8% | -1.2% | +30.0% | +29.4% |
| 3M | -1.1% | -13.4% | +12.3% | +4.9% |
| 6M | +190.5% | +15.4% | +175.0% | +168.1% |
| YTD | +633.0% | -5.9% | +638.9% | +614.2% |
| 1Y | +2,684.0% | +18.8% | +2,665.2% | +2,069.8% |
| All | +2,684.0% | +20.0% | +2,664.0% | +2,069.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling