-47.8%
CLF vs FDS
-17.4%
-30.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.6% |
| 7D | +7.6% | -1.9% | +9.5% | +8.0% |
| 30D | -1.2% | +9.0% | -10.2% | -3.6% |
| 3M | -13.4% | +18.9% | -32.2% | -17.7% |
| 6M | +15.4% | +35.1% | -19.7% | +3.7% |
| YTD | -5.9% | +5.5% | -11.4% | -6.5% |
| 1Y | +18.8% | -16.8% | +35.6% | +32.2% |
| 3Y | -19.4% | -28.1% | +8.7% | -4.7% |
| All | -47.8% | -17.4% | -30.4% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling