+93.2%
CLF vs FND
+76.3%
+16.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.1% | +2.9% | +5.5% |
| 7D | -14.1% | +8.5% | -22.6% | -17.1% |
| 30D | -5.5% | +17.2% | -22.8% | -12.1% |
| 3M | 0.0% | -14.9% | +14.9% | +4.6% |
| 6M | +11.3% | +3.1% | +8.2% | +6.8% |
| YTD | -7.7% | -12.4% | +4.7% | -6.1% |
| 1Y | +17.5% | -10.0% | +27.6% | +18.3% |
| 3Y | -25.4% | -31.3% | +5.9% | -20.1% |
| 5Y | -46.0% | -60.3% | +14.3% | -33.0% |
| All | +93.2% | +76.3% | +16.9% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling