-22.3%
CLF vs FFIV
+102.8%
-125.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | -9.1% | -4.2% | -4.9% | -7.2% |
| 30D | -0.9% | -33.9% | +32.9% | +15.6% |
| 3M | +3.0% | -22.6% | +25.6% | +11.8% |
| 6M | +16.7% | -10.4% | +27.1% | +17.0% |
| YTD | -3.2% | +24.3% | -27.5% | -18.7% |
| 1Y | +24.6% | +31.8% | -7.2% | +1.1% |
| 3Y | -22.3% | +99.5% | -121.8% | -49.0% |
| All | -22.3% | +102.8% | -125.1% | -49.0% |
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