-41.8%
CLF vs FND
-63.9%
+22.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.4% |
| 7D | +10.4% | -6.8% | +17.2% | +13.2% |
| 30D | +0.6% | +8.0% | -7.4% | -3.7% |
| 3M | +4.1% | -18.9% | +23.0% | +11.1% |
| 6M | +15.1% | +4.7% | +10.4% | +9.4% |
| YTD | -4.7% | -21.6% | +16.8% | +1.1% |
| 1Y | +20.4% | -22.0% | +42.4% | +27.8% |
| 3Y | -23.4% | -40.4% | +17.1% | -14.0% |
| All | -41.8% | -63.9% | +22.1% | -32.7% |
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