-33.1%
CLF vs FGI
-70.3%
+37.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.2% | -12.2% |
| 7D | -21.0% | -11.6% | -9.4% | -20.8% |
| 30D | -8.0% | -3.3% | -4.7% | -8.0% |
| 3M | -10.9% | +65.6% | -76.5% | -13.3% |
| 6M | +5.8% | -2.8% | +8.6% | +4.2% |
| YTD | -15.1% | +30.1% | -45.3% | -18.9% |
| 1Y | +7.2% | +50.2% | -42.9% | +1.4% |
| 3Y | -34.2% | -0.4% | -33.7% | -39.3% |
| All | -33.1% | -70.3% | +37.2% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling