-65.3%
CLF vs FANG
+1,373.6%
-1,438.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +6.5% | -1.7% | +8.2% | +7.3% |
| 30D | +0.2% | +6.8% | -6.5% | -2.9% |
| 3M | -3.1% | +1.3% | -4.4% | -4.7% |
| 6M | +25.0% | +11.8% | +13.2% | +15.5% |
| YTD | -7.5% | +35.1% | -42.5% | -21.7% |
| 1Y | +11.5% | +48.9% | -37.4% | -10.2% |
| 3Y | -13.7% | +42.8% | -56.5% | -29.8% |
| 5Y | -47.0% | +230.3% | -277.3% | -71.3% |
| 10Y | +116.3% | +167.0% | -50.7% | +1.7% |
| All | -65.3% | +1,373.6% | -1,438.9% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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