+275.7%
CLF vs FFIV
+7,518.9%
-7,243.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +7.6% | -1.0% | +8.5% | +7.7% |
| 30D | -1.2% | -5.1% | +3.9% | -0.1% |
| 3M | -13.4% | -4.5% | -8.9% | -12.8% |
| 6M | +15.4% | +36.5% | -21.1% | +7.4% |
| YTD | -5.9% | +53.0% | -58.8% | -14.7% |
| 1Y | +18.8% | +24.2% | -5.4% | +12.2% |
| 3Y | -19.4% | +137.2% | -156.6% | -33.5% |
| 5Y | -47.7% | +91.8% | -139.5% | -54.8% |
| 10Y | +130.4% | +215.2% | -84.8% | +82.9% |
| All | +275.7% | +7,518.9% | -7,243.2% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling