+11.5%
CLF vs FND
-44.9%
+56.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | +0.2% |
| 7D | +6.5% | +0.4% | +6.1% | +6.3% |
| 30D | +0.2% | -23.6% | +23.8% | +11.7% |
| 3M | -3.1% | +4.3% | -7.4% | -8.4% |
| 6M | +25.0% | -20.3% | +45.3% | +36.0% |
| YTD | -7.5% | -21.3% | +13.8% | +1.0% |
| 1Y | +11.5% | -45.4% | +56.9% | +41.6% |
| All | +11.5% | -44.9% | +56.4% | +41.6% |
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