+116.3%
CLF vs FLR
+18.9%
+97.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +6.5% | +0.7% | +5.8% | +6.2% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | -3.1% | +14.3% | -17.4% | -9.2% |
| 6M | +25.0% | +25.6% | -0.6% | +11.9% |
| YTD | -7.5% | +42.9% | -50.3% | -21.9% |
| 1Y | +11.5% | +38.7% | -27.2% | -4.8% |
| 3Y | -13.7% | +61.8% | -75.5% | -34.7% |
| 5Y | -47.0% | +254.1% | -301.1% | -71.1% |
| 10Y | +116.3% | +20.0% | +96.3% | +33.9% |
| All | +116.3% | +18.9% | +97.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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