-47.8%
CLF vs FIVE
+31.2%
-79.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.1% |
| 7D | +7.6% | +4.3% | +3.3% | +6.0% |
| 30D | -1.2% | +12.5% | -13.7% | -5.5% |
| 3M | -13.4% | +31.2% | -44.6% | -21.5% |
| 6M | +15.4% | +14.4% | +1.1% | +8.3% |
| YTD | -5.9% | +33.9% | -39.8% | -16.7% |
| 1Y | +18.8% | +65.1% | -46.2% | -2.2% |
| 3Y | -19.4% | +49.0% | -68.4% | -37.0% |
| All | -47.8% | +31.2% | -79.0% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling