+99.7%
CLF vs FFIV
+126.1%
-26.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -19.6% | -8.1% | -11.5% | -14.9% |
| 30D | -5.0% | -33.4% | +28.4% | +20.6% |
| 3M | -6.3% | -24.7% | +18.5% | +8.8% |
| 6M | +2.8% | -8.8% | +11.6% | +3.2% |
| YTD | -13.7% | +21.8% | -35.5% | -30.9% |
| 1Y | +13.6% | +25.3% | -11.7% | -11.1% |
| 3Y | -34.0% | +101.2% | -135.1% | -65.3% |
| 5Y | -48.7% | +40.2% | -89.0% | -65.5% |
| All | +99.7% | +126.1% | -26.4% | -18.8% |
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