+13.6%
CLF vs FE
+5.1%
+8.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.4% |
| 7D | -19.6% | -1.0% | -18.6% | -19.7% |
| 30D | -5.0% | +4.1% | -9.1% | -4.8% |
| 3M | -6.3% | -1.0% | -5.3% | -6.3% |
| 6M | +2.8% | +4.0% | -1.2% | +4.0% |
| YTD | -13.7% | +6.8% | -20.5% | -17.4% |
| 1Y | +13.6% | +5.3% | +8.3% | +11.2% |
| All | +13.6% | +5.1% | +8.5% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling