+80.1%
CLF vs FFIV
+132.4%
-52.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.2% | +4.8% | +5.6% |
| 7D | -14.1% | -2.1% | -12.0% | -12.6% |
| 30D | -5.5% | -33.8% | +28.2% | +20.3% |
| 3M | 0.0% | -20.6% | +20.6% | +12.2% |
| 6M | +11.3% | -10.2% | +21.5% | +13.2% |
| YTD | -7.7% | +24.5% | -32.2% | -26.9% |
| 1Y | +17.5% | +29.3% | -11.8% | -9.7% |
| 3Y | -25.4% | +103.8% | -129.2% | -60.9% |
| 5Y | -46.0% | +40.9% | -86.8% | -63.5% |
| 10Y | +80.1% | +126.6% | -46.5% | -21.1% |
| All | +80.1% | +132.4% | -52.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling