+99.7%
CLF vs FICO
+512.2%
-412.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -19.6% | -0.9% | -18.6% | -19.3% |
| 30D | -5.0% | +3.3% | -8.3% | -7.3% |
| 3M | -6.3% | -31.7% | +25.4% | +3.1% |
| 6M | +2.8% | -34.0% | +36.7% | +10.9% |
| YTD | -13.7% | -58.3% | +44.6% | +11.5% |
| 1Y | +13.6% | -57.9% | +71.5% | +45.6% |
| 3Y | -34.0% | -24.1% | -9.9% | -42.7% |
| 5Y | -48.7% | +85.3% | -134.1% | -74.8% |
| All | +99.7% | +512.2% | -412.5% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling