+99.7%
CLF vs FIVE
+563.4%
-463.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -19.6% | -0.3% | -19.3% | -19.7% |
| 30D | -5.0% | +17.7% | -22.6% | -11.2% |
| 3M | -6.3% | +4.0% | -10.3% | -8.9% |
| 6M | +2.8% | +2.6% | +0.2% | -0.6% |
| YTD | -13.7% | +27.6% | -41.3% | -24.3% |
| 1Y | +13.6% | +59.9% | -46.4% | -9.2% |
| 3Y | -34.0% | +35.8% | -69.8% | -48.4% |
| 5Y | -48.7% | +14.4% | -63.2% | -58.8% |
| All | +99.7% | +563.4% | -463.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling