-51.4%
CLF vs FDX
+72.6%
-124.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.2% |
| 7D | -19.6% | -1.6% | -17.9% | -18.9% |
| 30D | -5.0% | +6.6% | -11.6% | -8.6% |
| 3M | -6.3% | -2.1% | -4.2% | -6.0% |
| 6M | +2.8% | +2.2% | +0.6% | +0.5% |
| YTD | -13.7% | +33.9% | -47.6% | -28.4% |
| 1Y | +13.6% | +50.2% | -36.7% | -12.0% |
| 3Y | -34.0% | +65.5% | -99.5% | -53.1% |
| All | -51.4% | +72.6% | -124.0% | -65.1% |
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