-36.7%
CLF vs FRSH
-70.7%
+34.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +4.6% | +5.8% | +9.3% |
| 30D | +0.6% | -7.5% | +8.0% | +2.1% |
| 3M | +4.1% | -0.1% | +4.2% | +3.7% |
| 6M | +15.1% | +54.5% | -39.4% | +2.4% |
| YTD | -4.7% | +3.4% | -8.2% | -8.1% |
| 1Y | +20.4% | +6.4% | +14.0% | +15.2% |
| 3Y | -23.4% | -26.3% | +2.9% | -22.2% |
| 5Y | -43.3% | -66.4% | +23.1% | -40.6% |
| All | -36.7% | -70.7% | +34.0% | -32.2% |
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