-49.6%
CLF vs FE
+46.2%
-95.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.1% | -12.2% |
| 7D | -21.0% | +0.6% | -21.5% | -21.1% |
| 30D | -8.0% | +6.4% | -14.4% | -9.5% |
| 3M | -10.9% | -0.5% | -10.4% | -10.9% |
| 6M | +5.8% | +4.7% | +1.1% | +4.4% |
| YTD | -15.1% | +8.4% | -23.5% | -17.5% |
| 1Y | +7.2% | +7.2% | 0.0% | +4.6% |
| 3Y | -34.2% | +44.9% | -79.1% | -44.5% |
| 5Y | -49.6% | +46.3% | -95.9% | -56.3% |
| All | -49.6% | +46.2% | -95.8% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling