+99.7%
CLF vs FE
+105.3%
-5.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | -19.6% | -1.0% | -18.6% | -19.3% |
| 30D | -5.0% | +4.1% | -9.1% | -6.3% |
| 3M | -6.3% | -1.0% | -5.3% | -6.3% |
| 6M | +2.8% | +4.0% | -1.2% | +1.2% |
| YTD | -13.7% | +6.8% | -20.5% | -16.2% |
| 1Y | +13.6% | +5.3% | +8.3% | +10.9% |
| 3Y | -34.0% | +44.6% | -78.6% | -43.4% |
| 5Y | -48.7% | +44.2% | -93.0% | -56.1% |
| All | +99.7% | +105.3% | -5.6% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling