-37.4%
CLF vs FRSH
-70.6%
+33.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.7% | +6.5% | +2.8% |
| 7D | +7.6% | -8.2% | +15.7% | +9.4% |
| 30D | -1.2% | +10.5% | -11.7% | -3.7% |
| 3M | -13.4% | +32.7% | -46.1% | -19.6% |
| 6M | +15.4% | +50.3% | -34.9% | +3.1% |
| YTD | -5.9% | +3.9% | -9.8% | -9.1% |
| 1Y | +18.8% | -2.2% | +21.0% | +16.0% |
| 3Y | -19.4% | -42.9% | +23.5% | -13.6% |
| All | -37.4% | -70.6% | +33.1% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling