+18.8%
CLF vs FND
-36.4%
+55.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.1% |
| 7D | +7.6% | -5.2% | +12.8% | +9.9% |
| 30D | -1.2% | -19.9% | +18.7% | +8.3% |
| 3M | -13.4% | +2.7% | -16.1% | -16.9% |
| 6M | +15.4% | -21.7% | +37.1% | +28.5% |
| YTD | -5.9% | -17.5% | +11.6% | +0.8% |
| 1Y | +18.8% | -39.3% | +58.1% | +53.2% |
| All | +18.8% | -36.4% | +55.2% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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