+238.8%
CLF vs FFIV
+5,982.7%
-5,744.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.5% | -6.8% | -11.0% |
| 7D | -21.0% | -14.2% | -6.7% | -18.3% |
| 30D | -8.0% | -33.6% | +25.6% | 0.0% |
| 3M | -10.9% | -24.2% | +13.3% | -6.0% |
| 6M | +5.8% | -8.3% | +14.1% | +6.8% |
| YTD | -15.1% | +22.1% | -37.3% | -19.8% |
| 1Y | +7.2% | +26.5% | -19.2% | +0.6% |
| 3Y | -34.2% | +102.3% | -136.5% | -44.1% |
| 5Y | -49.6% | +40.6% | -90.2% | -53.8% |
| 10Y | +109.9% | +129.7% | -19.8% | +77.4% |
| All | +238.8% | +5,982.7% | -5,744.0% | +90.8% |
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