-46.1%
CLF vs FND
-60.0%
+13.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.1% |
| 7D | +7.6% | -5.2% | +12.8% | +9.7% |
| 30D | -1.2% | -19.9% | +18.7% | +7.3% |
| 3M | -13.4% | +2.7% | -16.1% | -15.8% |
| 6M | +15.4% | -21.7% | +37.1% | +24.5% |
| YTD | -5.9% | -17.5% | +11.6% | -0.6% |
| 1Y | +18.8% | -39.3% | +58.1% | +40.8% |
| 3Y | -19.4% | -49.8% | +30.4% | -2.6% |
| All | -46.1% | -60.0% | +13.9% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling