+11.5%
CLF vs FLR
+36.1%
-24.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.1% |
| 3M | -3.1% | +14.3% | -17.4% | -9.7% |
| 6M | +25.0% | +25.6% | -0.6% | +9.6% |
| YTD | -7.5% | +42.9% | -50.3% | -26.8% |
| 1Y | +11.5% | +38.7% | -27.2% | -6.9% |
| All | +11.5% | +36.1% | -24.6% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling