+696.9%
CLF vs FICO
+104,095.6%
-103,398.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.7% | +18.5% | +6.5% |
| 7D | +7.6% | -19.2% | +26.8% | +13.5% |
| 30D | -1.2% | -14.6% | +13.4% | +2.2% |
| 3M | -13.4% | -20.1% | +6.7% | -10.0% |
| 6M | +15.4% | -36.3% | +51.7% | +26.0% |
| YTD | -5.9% | -44.9% | +39.0% | +6.8% |
| 1Y | +18.8% | -38.6% | +57.4% | +29.3% |
| 3Y | -19.4% | +4.0% | -23.4% | -27.1% |
| 5Y | -47.7% | +99.5% | -147.2% | -61.7% |
| 10Y | +130.4% | +604.7% | -474.3% | +20.7% |
| All | +696.9% | +104,095.6% | -103,398.7% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling