+4,800.5%
SNDK vs CLF
+14.4%
+4,786.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +13.6% | -2.7% | +16.2% | +14.8% |
| 30D | +42.5% | -3.2% | +45.7% | +44.0% |
| 3M | +7.1% | -5.0% | +12.1% | +8.6% |
| 6M | +199.7% | +26.6% | +173.1% | +169.4% |
| YTD | +643.2% | -9.0% | +652.1% | +637.6% |
| 1Y | +2,402.0% | +11.8% | +2,390.2% | +2,159.0% |
| All | +4,800.5% | +14.4% | +4,786.1% | +4,357.1% |
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