+696.9%
CLF vs FDX
+4,233.7%
-3,536.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +2.1% |
| 7D | +7.6% | -2.5% | +10.1% | +8.8% |
| 30D | -1.2% | +3.8% | -5.0% | -3.4% |
| 3M | -13.4% | -1.3% | -12.1% | -13.1% |
| 6M | +15.4% | +5.0% | +10.4% | +11.4% |
| YTD | -5.9% | +39.6% | -45.5% | -21.9% |
| 1Y | +18.8% | +81.1% | -62.3% | -14.1% |
| 3Y | -19.4% | +63.0% | -82.4% | -39.6% |
| 5Y | -47.7% | +65.6% | -113.3% | -62.3% |
| 10Y | +130.4% | +183.4% | -53.0% | +25.3% |
| All | +696.9% | +4,233.7% | -3,536.8% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling