+74.6%
CLF vs FDS
+127.7%
-53.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +10.4% | +1.5% | +8.9% | +9.7% |
| 30D | +0.6% | +14.8% | -14.3% | -6.0% |
| 3M | +4.1% | +16.3% | -12.2% | -4.1% |
| 6M | +15.1% | +66.2% | -51.1% | -13.4% |
| YTD | -4.7% | +16.2% | -21.0% | -15.8% |
| 1Y | +20.4% | +21.8% | -1.5% | +2.6% |
| 3Y | -23.4% | -23.9% | +0.5% | -15.1% |
| 5Y | -43.3% | -23.1% | -20.2% | -38.6% |
| All | +74.6% | +127.7% | -53.0% | +14.9% |
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