+28.8%
CLF vs FDX
+59.9%
-31.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | +2.3% | -2.1% | +4.4% | +3.2% |
| 30D | +1.9% | +10.4% | -8.5% | -1.7% |
| 3M | +5.9% | +0.5% | +5.4% | +5.9% |
| 6M | +16.9% | +6.5% | +10.4% | +13.8% |
| YTD | -1.1% | +40.2% | -41.3% | -16.3% |
| 1Y | +28.8% | +52.1% | -23.3% | +6.5% |
| All | +28.8% | +59.9% | -31.1% | +6.5% |
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