+93.7%
CLF vs FND
+58.4%
+35.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | +0.1% |
| 7D | +6.5% | +0.4% | +6.1% | +6.3% |
| 30D | +0.2% | -23.6% | +23.8% | +10.6% |
| 3M | -3.1% | +4.3% | -7.4% | -6.4% |
| 6M | +25.0% | -20.3% | +45.3% | +33.6% |
| YTD | -7.5% | -21.3% | +13.8% | -0.7% |
| 1Y | +11.5% | -45.4% | +56.9% | +37.2% |
| 3Y | -13.7% | -48.9% | +35.2% | +4.3% |
| 5Y | -47.0% | -61.0% | +14.0% | -33.3% |
| All | +93.7% | +58.4% | +35.3% | +66.4% |
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