+80.1%
CLF vs FDS
+135.1%
-55.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.3% | +7.1% |
| 7D | -14.1% | -5.0% | -9.1% | -12.4% |
| 30D | -5.5% | +13.8% | -19.3% | -11.4% |
| 3M | 0.0% | +14.8% | -14.8% | -7.5% |
| 6M | +11.3% | +47.4% | -36.1% | -11.3% |
| YTD | -7.7% | +14.2% | -21.8% | -17.8% |
| 1Y | +17.5% | +26.6% | -9.1% | -2.6% |
| 3Y | -25.4% | -24.4% | -1.0% | -17.4% |
| 5Y | -46.0% | -22.6% | -23.3% | -42.0% |
| 10Y | +80.1% | +130.0% | -49.9% | +23.4% |
| All | +80.1% | +135.1% | -55.0% | +23.4% |
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