-51.4%
CLF vs FFIV
+39.5%
-90.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -19.6% | -8.1% | -11.5% | -15.8% |
| 30D | -5.0% | -33.4% | +28.4% | +15.5% |
| 3M | -6.3% | -24.7% | +18.5% | +5.8% |
| 6M | +2.8% | -8.8% | +11.6% | +2.5% |
| YTD | -13.7% | +21.8% | -35.5% | -29.2% |
| 1Y | +13.6% | +25.3% | -11.7% | -8.7% |
| 3Y | -34.0% | +101.2% | -135.1% | -63.0% |
| All | -51.4% | +39.5% | -90.9% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling