-34.0%
CLF vs FDS
-23.2%
-10.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +1.9% |
| 7D | -19.6% | -0.5% | -19.1% | -19.6% |
| 30D | -5.0% | +20.2% | -25.2% | -6.3% |
| 3M | -6.3% | +19.9% | -26.2% | -7.7% |
| 6M | +2.8% | +56.2% | -53.4% | -1.7% |
| YTD | -13.7% | +14.6% | -28.3% | -11.2% |
| 1Y | +13.6% | +31.6% | -18.0% | +10.8% |
| 3Y | -34.0% | -23.8% | -10.2% | -21.9% |
| All | -34.0% | -23.2% | -10.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling