+245.1%
CLF vs FE
+561.4%
-316.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +7.6% | +1.9% | +5.6% | +6.4% |
| 30D | -1.2% | -1.2% | 0.0% | -0.7% |
| 3M | -13.4% | +3.5% | -16.9% | -15.3% |
| 6M | +15.4% | -6.1% | +21.5% | +18.8% |
| YTD | -5.9% | +7.6% | -13.5% | -10.7% |
| 1Y | +18.8% | +11.9% | +6.9% | +10.0% |
| 3Y | -19.4% | +48.4% | -67.8% | -38.9% |
| 5Y | -47.7% | +44.8% | -92.5% | -60.4% |
| 10Y | +130.4% | +115.9% | +14.5% | +22.1% |
| All | +245.1% | +561.4% | -316.3% | +66.4% |
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