+18.5%
CLF vs FGI
+51.2%
-32.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.6% |
| 7D | +16.0% | +13.5% | +2.5% | +15.9% |
| 30D | +1.6% | +17.1% | -15.5% | +1.5% |
| 3M | +6.7% | +78.0% | -71.3% | +5.6% |
| 6M | +21.1% | +46.4% | -25.3% | +20.0% |
| YTD | -1.6% | +47.7% | -49.3% | -5.3% |
| 1Y | +18.5% | +56.8% | -38.3% | +15.7% |
| All | +18.5% | +51.2% | -32.7% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling