+116.3%
CLF vs FTV
+77.3%
+39.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.0% |
| 7D | +6.5% | -0.4% | +6.9% | +6.8% |
| 30D | +0.2% | -8.3% | +8.6% | +8.6% |
| 3M | -3.1% | -7.4% | +4.3% | +3.6% |
| 6M | +25.0% | -1.2% | +26.2% | +25.2% |
| YTD | -7.5% | +2.7% | -10.1% | -12.0% |
| 1Y | +11.5% | +18.4% | -6.9% | -8.6% |
| 3Y | -13.7% | -2.0% | -11.7% | -14.3% |
| 5Y | -47.0% | +3.4% | -50.4% | -51.0% |
| 10Y | +116.3% | +78.5% | +37.8% | +0.5% |
| All | +116.3% | +77.3% | +39.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling