-23.4%
CLF vs FLR
+35.7%
-59.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | +10.4% | +5.4% | +5.0% | +8.1% |
| 30D | +0.6% | +2.8% | -2.3% | -0.3% |
| 3M | +4.1% | -6.4% | +10.5% | +6.9% |
| 6M | +15.1% | +8.8% | +6.3% | +10.0% |
| YTD | -4.7% | +23.6% | -28.3% | -15.3% |
| 1Y | +20.4% | +13.8% | +6.6% | +10.6% |
| 3Y | -23.4% | +36.5% | -59.9% | -41.8% |
| All | -23.4% | +35.7% | -59.1% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling