-41.5%
CLF vs FDX
+77.4%
-118.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.6% |
| 7D | +2.3% | -2.1% | +4.4% | +3.8% |
| 30D | +1.9% | +10.4% | -8.5% | -3.7% |
| 3M | +5.9% | +0.5% | +5.4% | +4.9% |
| 6M | +16.9% | +6.5% | +10.4% | +11.8% |
| YTD | -1.1% | +40.2% | -41.3% | -19.9% |
| 1Y | +28.8% | +52.1% | -23.3% | -0.5% |
| 3Y | -20.6% | +72.8% | -93.4% | -44.8% |
| 5Y | -41.5% | +76.3% | -117.8% | -58.7% |
| All | -41.5% | +77.4% | -118.9% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling