-49.6%
CLF vs FICO
+84.1%
-133.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.9% | -13.1% | -12.4% |
| 7D | -21.0% | -0.3% | -20.7% | -20.9% |
| 30D | -8.0% | +1.7% | -9.7% | -8.9% |
| 3M | -10.9% | -35.2% | +24.3% | -4.1% |
| 6M | +5.8% | -33.7% | +39.5% | +10.7% |
| YTD | -15.1% | -58.2% | +43.0% | +0.6% |
| 1Y | +7.2% | -56.6% | +63.8% | +25.3% |
| 3Y | -34.2% | -24.0% | -10.2% | -40.2% |
| 5Y | -49.6% | +86.1% | -135.7% | -67.8% |
| All | -49.6% | +84.1% | -133.7% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling