-34.0%
CLF vs FIVE
+34.8%
-68.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -19.6% | -0.3% | -19.3% | -19.6% |
| 30D | -5.0% | +17.7% | -22.6% | -9.6% |
| 3M | -6.3% | +4.0% | -10.3% | -8.2% |
| 6M | +2.8% | +2.6% | +0.2% | +0.3% |
| YTD | -13.7% | +27.6% | -41.3% | -22.0% |
| 1Y | +13.6% | +59.9% | -46.4% | -4.8% |
| 3Y | -34.0% | +35.8% | -69.8% | -53.2% |
| All | -34.0% | +34.8% | -68.8% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling