+18.8%
CLF vs FDS
+26.9%
-8.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.3% | +6.9% |
| 7D | -14.1% | -5.0% | -9.1% | -14.5% |
| 30D | -5.5% | +13.8% | -19.3% | -4.2% |
| 3M | 0.0% | +14.8% | -14.8% | +1.6% |
| 6M | +11.3% | +47.4% | -36.1% | +18.0% |
| YTD | -7.7% | +14.2% | -21.8% | -4.2% |
| All | +18.8% | +26.9% | -8.1% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling