+293.6%
CLF vs FDS
+9,502.8%
-9,209.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +3.2% |
| 7D | +7.6% | -1.9% | +9.5% | +8.3% |
| 30D | -1.2% | +9.0% | -10.2% | -5.1% |
| 3M | -13.4% | +18.9% | -32.2% | -21.0% |
| 6M | +15.4% | +35.1% | -19.7% | -2.3% |
| YTD | -5.9% | +5.5% | -11.4% | -13.0% |
| 1Y | +18.8% | -16.8% | +35.6% | +20.1% |
| 3Y | -19.4% | -28.1% | +8.7% | -14.0% |
| 5Y | -47.7% | -17.4% | -30.3% | -47.6% |
| 10Y | +130.4% | +85.4% | +44.9% | +65.0% |
| All | +293.6% | +9,502.8% | -9,209.2% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling