-47.8%
CLF vs FE
+45.0%
-92.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +7.6% | +1.9% | +5.6% | +7.0% |
| 30D | -1.2% | -1.2% | 0.0% | -1.0% |
| 3M | -13.4% | +3.5% | -16.9% | -14.2% |
| 6M | +15.4% | -6.1% | +21.5% | +17.2% |
| YTD | -5.9% | +7.6% | -13.5% | -8.3% |
| 1Y | +18.8% | +11.9% | +6.9% | +14.4% |
| 3Y | -19.4% | +48.4% | -67.8% | -32.9% |
| All | -47.8% | +45.0% | -92.8% | -53.8% |
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