-51.4%
CLF vs FLR
+93.7%
-145.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.2% |
| 7D | -19.6% | -0.8% | -18.8% | -19.1% |
| 30D | -5.0% | -9.1% | +4.1% | -0.7% |
| 3M | -6.3% | -4.7% | -1.6% | -5.4% |
| 6M | +2.8% | -14.2% | +17.0% | +7.4% |
| YTD | -13.7% | +17.3% | -31.0% | -22.6% |
| 1Y | +13.6% | +4.3% | +9.3% | +7.5% |
| 3Y | -34.0% | +30.7% | -64.7% | -49.5% |
| All | -51.4% | +93.7% | -145.1% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling