+618.5%
CLF vs FDX
+4,173.5%
-3,555.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.8% | -8.4% | -10.2% |
| 7D | -21.0% | +2.9% | -23.9% | -22.2% |
| 30D | -8.0% | +9.6% | -17.6% | -12.5% |
| 3M | -10.9% | +2.4% | -13.3% | -12.7% |
| 6M | +5.8% | +9.2% | -3.4% | +0.2% |
| YTD | -15.1% | +37.7% | -52.8% | -29.4% |
| 1Y | +7.2% | +56.1% | -48.9% | -16.6% |
| 3Y | -34.2% | +68.9% | -103.1% | -51.7% |
| 5Y | -49.6% | +79.0% | -128.6% | -65.2% |
| 10Y | +109.9% | +163.9% | -54.0% | +17.5% |
| All | +618.5% | +4,173.5% | -3,555.0% | +153.9% |
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