+99.4%
CLF vs FND
+57.9%
+41.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.4% |
| 7D | +10.4% | -6.8% | +17.2% | +13.3% |
| 30D | +0.6% | +8.0% | -7.4% | -3.7% |
| 3M | +4.1% | -18.9% | +23.0% | +10.9% |
| 6M | +15.1% | +4.7% | +10.4% | +9.7% |
| YTD | -4.7% | -21.6% | +16.8% | +0.9% |
| 1Y | +20.4% | -22.0% | +42.4% | +27.5% |
| 3Y | -23.4% | -40.4% | +17.1% | -13.5% |
| 5Y | -43.3% | -63.8% | +20.5% | -27.4% |
| All | +99.4% | +57.9% | +41.5% | +69.0% |
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