+718.5%
CLF vs FICO
+78,251.7%
-77,533.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.2% | -6.0% | -8.3% |
| 7D | -7.9% | +0.4% | -8.3% | -7.9% |
| 30D | +5.2% | +1.7% | +3.6% | +3.9% |
| 3M | +4.3% | -33.0% | +37.3% | +12.8% |
| 6M | +25.3% | -33.9% | +59.1% | +33.5% |
| YTD | -3.3% | -58.5% | +55.2% | +16.0% |
| 1Y | +20.2% | -56.4% | +76.6% | +41.8% |
| 3Y | -25.0% | -24.7% | -0.3% | -27.2% |
| 5Y | -42.1% | +83.1% | -125.2% | -57.6% |
| 10Y | +139.1% | +517.2% | -378.0% | +27.3% |
| All | +718.5% | +78,251.7% | -77,533.2% | +167.6% |
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