-51.4%
CLF vs FTV
+12.0%
-63.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -19.6% | +0.2% | -19.8% | -19.7% |
| 30D | -5.0% | +15.7% | -20.6% | -16.4% |
| 3M | -6.3% | +7.5% | -13.8% | -12.5% |
| 6M | +2.8% | +8.5% | -5.7% | -5.0% |
| YTD | -13.7% | +18.8% | -32.5% | -27.5% |
| 1Y | +13.6% | +28.5% | -15.0% | -11.5% |
| 3Y | -34.0% | +34.0% | -68.0% | -49.6% |
| All | -51.4% | +12.0% | -63.4% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling