+18.8%
CLF vs FICO
-39.1%
+57.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.7% | +18.5% | +2.7% |
| 7D | +7.6% | -19.2% | +26.8% | +8.8% |
| 30D | -1.2% | -14.6% | +13.4% | -0.5% |
| 3M | -13.4% | -20.1% | +6.7% | -13.1% |
| 6M | +15.4% | -36.3% | +51.7% | +19.3% |
| YTD | -5.9% | -44.9% | +39.0% | -1.5% |
| 1Y | +18.8% | -38.6% | +57.4% | +19.5% |
| All | +18.8% | -39.1% | +57.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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