+83.5%
CLF vs FDS
+127.5%
-44.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -9.1% | -2.0% | -7.1% | -8.5% |
| 30D | -0.9% | +13.5% | -14.4% | -7.0% |
| 3M | +3.0% | +15.2% | -12.2% | -4.9% |
| 6M | +16.7% | +47.0% | -30.3% | -6.9% |
| YTD | -3.2% | +13.9% | -17.1% | -13.7% |
| 1Y | +24.6% | +25.2% | -0.6% | +3.9% |
| 3Y | -22.3% | -25.3% | +3.1% | -13.2% |
| 5Y | -41.2% | -23.3% | -17.9% | -36.6% |
| 10Y | +83.5% | +126.0% | -42.5% | +25.4% |
| All | +83.5% | +127.5% | -44.0% | +25.4% |
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