-47.8%
CLF vs FFIV
+91.3%
-139.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | -1.0% | +8.5% | +8.0% |
| 30D | -1.2% | -5.1% | +3.9% | +1.4% |
| 3M | -13.4% | -4.5% | -8.9% | -12.2% |
| 6M | +15.4% | +36.5% | -21.1% | -6.0% |
| YTD | -5.9% | +53.0% | -58.8% | -29.2% |
| 1Y | +18.8% | +24.2% | -5.4% | +0.8% |
| 3Y | -19.4% | +137.2% | -156.6% | -56.1% |
| All | -47.8% | +91.3% | -139.1% | -70.7% |
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 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