-17.5%
CLF vs FDS
-27.9%
+10.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.0% |
| 7D | +7.6% | -1.9% | +9.5% | +7.7% |
| 30D | -1.2% | +9.0% | -10.2% | -1.9% |
| 3M | -13.4% | +18.9% | -32.2% | -14.3% |
| 6M | +15.4% | +35.1% | -19.7% | +11.7% |
| YTD | -5.9% | +5.5% | -11.4% | -2.5% |
| 1Y | +18.8% | -16.8% | +35.6% | +34.1% |
| All | -17.5% | -27.9% | +10.4% | -2.4% |
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 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