+540.4%
CLF vs FLR
+603.8%
-63.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +3.1% |
| 7D | +7.6% | +5.4% | +2.1% | +4.4% |
| 30D | -1.2% | +11.4% | -12.6% | -8.4% |
| 3M | -13.4% | +11.4% | -24.8% | -20.2% |
| 6M | +15.4% | +16.6% | -1.2% | +2.5% |
| YTD | -5.9% | +41.7% | -47.6% | -25.8% |
| 1Y | +18.8% | +35.4% | -16.6% | -4.3% |
| 3Y | -19.4% | +57.3% | -76.7% | -46.1% |
| 5Y | -47.7% | +241.0% | -288.7% | -78.9% |
| 10Y | +130.4% | +16.6% | +113.7% | +20.2% |
| All | +540.4% | +603.8% | -63.4% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling