+20.2%
CLF vs FDS
+31.1%
-10.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.9% | -12.1% | -8.9% |
| 7D | -7.9% | +9.4% | -17.3% | -7.0% |
| 30D | +5.2% | +23.8% | -18.5% | +7.5% |
| 3M | +4.3% | +25.1% | -20.8% | +6.8% |
| 6M | +25.3% | +53.8% | -28.5% | +32.8% |
| YTD | -3.3% | +19.6% | -22.9% | +2.4% |
| 1Y | +20.2% | +31.6% | -11.4% | +29.5% |
| All | +20.2% | +31.1% | -10.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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