-72.3%
CLF vs FIVE
+826.1%
-898.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.3% | -8.0% | -10.7% |
| 7D | -21.0% | -1.7% | -19.2% | -20.6% |
| 30D | -8.0% | +14.9% | -22.9% | -12.7% |
| 3M | -10.9% | +7.6% | -18.5% | -14.2% |
| 6M | +5.8% | +6.4% | -0.6% | +1.3% |
| YTD | -15.1% | +28.1% | -43.2% | -24.7% |
| 1Y | +7.2% | +54.7% | -47.5% | -11.2% |
| 3Y | -34.2% | +36.1% | -70.2% | -47.3% |
| 5Y | -49.6% | +14.9% | -64.5% | -58.7% |
| 10Y | +109.9% | +578.8% | -468.9% | -7.8% |
| All | -72.3% | +826.1% | -898.4% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling