+211.1%
CLF vs FE
+566.1%
-355.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.1% | -12.1% |
| 7D | -21.0% | +0.6% | -21.5% | -21.2% |
| 30D | -8.0% | +6.4% | -14.4% | -11.5% |
| 3M | -10.9% | -0.5% | -10.4% | -11.1% |
| 6M | +5.8% | +4.7% | +1.1% | +2.3% |
| YTD | -15.1% | +8.4% | -23.5% | -20.1% |
| 1Y | +7.2% | +7.2% | 0.0% | +1.5% |
| 3Y | -34.2% | +44.9% | -79.1% | -49.4% |
| 5Y | -49.6% | +46.3% | -95.9% | -62.1% |
| 10Y | +109.9% | +110.3% | -0.4% | +12.6% |
| All | +211.1% | +566.1% | -355.0% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling