-46.0%
CLF vs FIVE
+19.1%
-65.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.6% | +1.4% | +5.1% |
| 7D | -14.1% | +6.2% | -20.3% | -15.9% |
| 30D | -5.5% | +18.2% | -23.7% | -10.9% |
| 3M | 0.0% | +3.8% | -3.8% | -2.1% |
| 6M | +11.3% | +13.7% | -2.5% | +4.4% |
| YTD | -7.7% | +34.7% | -42.4% | -19.0% |
| 1Y | +17.5% | +66.6% | -49.1% | -4.6% |
| 3Y | -25.4% | +44.3% | -69.7% | -41.3% |
| 5Y | -46.0% | +18.8% | -64.7% | -58.0% |
| All | -46.0% | +19.1% | -65.1% | -58.0% |
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