-34.0%
CLF vs FND
-36.7%
+2.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -19.6% | +7.7% | -27.3% | -22.2% |
| 30D | -5.0% | +11.9% | -16.8% | -10.1% |
| 3M | -6.3% | -14.6% | +8.3% | -1.5% |
| 6M | +2.8% | +0.5% | +2.3% | -0.6% |
| YTD | -13.7% | -15.8% | +2.1% | -10.2% |
| 1Y | +13.6% | -12.9% | +26.5% | +16.4% |
| 3Y | -34.0% | -34.2% | +0.2% | -33.8% |
| All | -34.0% | -36.7% | +2.7% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling