+20.2%
CLF vs FRMI
-93.1%
+113.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -10.6% | +1.4% | -8.0% |
| 7D | -7.9% | -39.7% | +31.8% | -3.1% |
| 30D | +5.2% | -55.2% | +60.4% | +13.8% |
| 3M | +4.3% | -71.2% | +75.5% | +17.7% |
| 6M | +25.3% | -64.1% | +89.4% | +34.5% |
| YTD | -3.3% | -77.2% | +73.9% | +6.9% |
| 1Y | +20.2% | -93.2% | +113.4% | +62.4% |
| All | +20.2% | -93.1% | +113.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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