+20.2%
CLF vs FDX
+65.6%
-45.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.6% | -12.8% | -10.2% |
| 7D | -7.9% | +8.1% | -16.0% | -10.2% |
| 30D | +5.2% | +13.9% | -8.7% | +0.5% |
| 3M | +4.3% | +5.5% | -1.2% | +2.1% |
| 6M | +25.3% | +15.1% | +10.1% | +18.8% |
| YTD | -3.3% | +43.2% | -46.5% | -14.0% |
| 1Y | +20.2% | +65.0% | -44.8% | +7.4% |
| All | +20.2% | +65.6% | -45.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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