+87.5%
CLF vs FFIV
+130.1%
-42.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.6% |
| 7D | +2.3% | -2.9% | +5.3% | +4.7% |
| 30D | +1.9% | -32.4% | +34.4% | +28.1% |
| 3M | +5.9% | -22.7% | +28.6% | +21.0% |
| 6M | +16.9% | -10.7% | +27.6% | +19.4% |
| YTD | -1.1% | +25.4% | -26.4% | -22.1% |
| 1Y | +28.8% | +34.2% | -5.3% | -3.6% |
| 3Y | -20.6% | +101.2% | -121.8% | -57.9% |
| 5Y | -41.5% | +42.0% | -83.5% | -60.7% |
| 10Y | +87.5% | +126.7% | -39.2% | -18.7% |
| All | +87.5% | +130.1% | -42.5% | -18.7% |
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