-23.7%
CLF vs FGI
-70.0%
+46.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -9.1% | -4.1% | -5.0% | -9.0% |
| 30D | -0.9% | -3.4% | +2.4% | -0.9% |
| 3M | +3.0% | +61.8% | -58.8% | +0.3% |
| 6M | +16.7% | +17.0% | -0.3% | +14.3% |
| YTD | -3.2% | +31.4% | -34.6% | -7.4% |
| 1Y | +24.6% | +42.7% | -18.1% | +18.1% |
| 3Y | -22.3% | -0.1% | -22.2% | -28.3% |
| All | -23.7% | -70.0% | +46.4% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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