+99.7%
CLF vs FDS
+135.4%
-35.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.2% |
| 7D | -19.6% | -0.5% | -19.1% | -19.6% |
| 30D | -5.0% | +20.2% | -25.2% | -13.1% |
| 3M | -6.3% | +19.9% | -26.2% | -15.1% |
| 6M | +2.8% | +56.2% | -53.4% | -20.8% |
| YTD | -13.7% | +14.6% | -28.3% | -23.3% |
| 1Y | +13.6% | +31.6% | -18.0% | -8.2% |
| 3Y | -34.0% | -23.8% | -10.2% | -27.2% |
| 5Y | -48.7% | -22.6% | -26.2% | -45.0% |
| All | +99.7% | +135.4% | -35.6% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling