+7.2%
CLF vs FN
-36.4%
+43.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -14.2% | +2.0% | -8.7% |
| 7D | -21.0% | -16.0% | -5.0% | -17.5% |
| 30D | -8.0% | -40.1% | +32.1% | +3.4% |
| 3M | -10.9% | -43.9% | +33.0% | +0.6% |
| 6M | +5.8% | -55.6% | +61.5% | +24.9% |
| YTD | -15.1% | -35.7% | +20.5% | -12.4% |
| 1Y | +7.2% | -39.8% | +47.1% | +14.0% |
| All | +7.2% | -36.4% | +43.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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