+2,358.4%
SNDK vs CLF
+19.7%
+2,338.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -4.2% |
| 7D | +6.0% | +10.4% | -4.4% | +1.8% |
| 30D | -36.9% | +0.6% | -37.5% | -36.7% |
| 3M | -42.1% | +4.1% | -46.2% | -43.0% |
| 6M | -38.8% | +15.1% | -54.0% | -43.0% |
| YTD | +272.8% | -4.7% | +277.6% | +264.2% |
| 1Y | +263.3% | +20.4% | +243.0% | +225.2% |
| All | +2,358.4% | +19.7% | +2,338.7% | +2,100.4% |
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