+13.6%
CLF vs FICO
-58.2%
+71.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -19.6% | -0.9% | -18.6% | -19.5% |
| 30D | -5.0% | +3.3% | -8.3% | -5.2% |
| 3M | -6.3% | -31.7% | +25.4% | -5.6% |
| 6M | +2.8% | -34.0% | +36.7% | +1.9% |
| YTD | -13.7% | -58.3% | +44.6% | -8.3% |
| 1Y | +13.6% | -57.9% | +71.5% | +20.9% |
| All | +13.6% | -58.2% | +71.8% | +20.9% |
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