+4,437.1%
SNDK vs CLF
+14.1%
+4,423.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.3% |
| 7D | -6.1% | -3.5% | -2.6% | -4.8% |
| 30D | +21.5% | -1.6% | +23.1% | +22.0% |
| 3M | -13.2% | -12.0% | -1.2% | -9.5% |
| 6M | +149.2% | +30.0% | +119.2% | +122.0% |
| YTD | +588.1% | -9.2% | +597.3% | +583.5% |
| 1Y | +1,837.5% | +2.3% | +1,835.3% | +1,703.3% |
| All | +4,437.1% | +14.1% | +4,423.0% | +4,030.1% |
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 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