-17.5%
CLF vs FFIV
+136.9%
-154.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | -1.0% | +8.5% | +7.9% |
| 30D | -1.2% | -5.1% | +3.9% | +1.0% |
| 3M | -13.4% | -4.5% | -8.9% | -12.4% |
| 6M | +15.4% | +36.5% | -21.1% | -3.2% |
| YTD | -5.9% | +53.0% | -58.8% | -26.3% |
| 1Y | +18.8% | +24.2% | -5.4% | +4.1% |
| All | -17.5% | +136.9% | -154.4% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling