-39.5%
CLF vs FRSH
-72.4%
+32.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -2.7% | -9.6% | +6.9% | -0.6% |
| 30D | -3.2% | -0.4% | -2.8% | -3.5% |
| 3M | -5.0% | +27.2% | -32.1% | -11.0% |
| 6M | +26.6% | +42.2% | -15.6% | +14.4% |
| YTD | -9.0% | -2.6% | -6.3% | -10.9% |
| 1Y | +11.8% | -10.2% | +22.0% | +11.3% |
| 3Y | -15.1% | -45.5% | +30.4% | -8.0% |
| All | -39.5% | -72.4% | +32.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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