+116.5%
CLF vs FTV
+119.0%
-2.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.4% |
| 3M | -6.3% | +7.5% | -13.8% | -13.2% |
| 6M | +2.8% | +8.5% | -5.7% | -5.9% |
| YTD | -13.7% | +18.8% | -32.5% | -28.7% |
| 1Y | +13.6% | +28.5% | -15.0% | -13.3% |
| 3Y | -34.0% | +34.0% | -68.0% | -51.3% |
| 5Y | -48.7% | +12.6% | -61.4% | -56.1% |
| 10Y | +113.4% | +111.4% | +2.0% | -1.2% |
| All | +116.5% | +119.0% | -2.5% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling