+573.2%
CLF vs FLR
+534.4%
+38.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +2.3% | +6.3% | -4.0% | -0.7% |
| 30D | +1.9% | +1.8% | +0.1% | +1.2% |
| 3M | +5.9% | -4.4% | +10.3% | +8.5% |
| 6M | +16.9% | +15.9% | +1.0% | +5.7% |
| YTD | -1.1% | +27.7% | -28.8% | -17.4% |
| 1Y | +28.8% | +11.6% | +17.2% | +15.8% |
| 3Y | -20.6% | +39.9% | -60.5% | -42.9% |
| 5Y | -41.5% | +127.5% | -169.0% | -69.7% |
| 10Y | +87.5% | +11.6% | +75.9% | 0.0% |
| All | +573.2% | +534.4% | +38.8% | +214.8% |
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 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