+25.3%
CLF vs FICO
-33.3%
+58.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.2% | -6.0% | -9.2% |
| 7D | -7.9% | +0.4% | -8.3% | -7.9% |
| 30D | +5.2% | +1.7% | +3.6% | +5.5% |
| 3M | +4.3% | -33.0% | +37.3% | +1.7% |
| 6M | +25.3% | -33.9% | +59.1% | +28.8% |
| All | +25.3% | -33.3% | +58.5% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling