+20.2%
CLF vs FIGR
-41.8%
+62.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.2% | -13.4% | -9.6% |
| 7D | -7.9% | -1.3% | -6.6% | -7.8% |
| 30D | +5.2% | -17.6% | +22.9% | +7.0% |
| 3M | +4.3% | -16.7% | +21.0% | +5.4% |
| 6M | +25.3% | -36.1% | +61.4% | +29.3% |
| YTD | -3.3% | -43.6% | +40.3% | -5.1% |
| 1Y | +20.2% | -39.8% | +60.1% | +16.6% |
| All | +20.2% | -41.8% | +62.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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