+74.6%
CLF vs FIVE
+504.2%
-429.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +10.4% | +2.7% | +7.7% | +9.3% |
| 30D | +0.6% | +12.7% | -12.1% | -4.3% |
| 3M | +4.1% | +2.1% | +2.1% | +2.3% |
| 6M | +15.1% | +17.5% | -2.4% | +5.6% |
| YTD | -4.7% | +31.0% | -35.7% | -17.2% |
| 1Y | +20.4% | +67.7% | -47.4% | -5.6% |
| 3Y | -23.4% | +43.4% | -66.8% | -41.3% |
| 5Y | -43.3% | +18.1% | -61.4% | -54.9% |
| All | +74.6% | +504.2% | -429.5% | -35.5% |
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