+87.5%
CLF vs FDS
+132.8%
-45.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +1.0% |
| 7D | +2.3% | -2.1% | +4.5% | +3.2% |
| 30D | +1.9% | +16.0% | -14.1% | -5.1% |
| 3M | +5.9% | +18.8% | -12.9% | -3.5% |
| 6M | +16.9% | +54.1% | -37.2% | -8.6% |
| YTD | -1.1% | +17.0% | -18.1% | -12.8% |
| 1Y | +28.8% | +25.5% | +3.3% | +7.9% |
| 3Y | -20.6% | -23.3% | +2.7% | -12.3% |
| 5Y | -41.5% | -22.6% | -18.9% | -36.9% |
| 10Y | +87.5% | +130.2% | -42.7% | +21.6% |
| All | +87.5% | +132.8% | -45.2% | +21.6% |
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