+20.4%
CLF vs FRMI
-87.9%
+108.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +26.7% | -29.9% | -6.0% |
| 7D | +10.4% | +66.2% | -55.9% | +3.5% |
| 30D | +0.6% | -17.4% | +18.0% | +1.1% |
| 3M | +4.1% | -60.5% | +64.6% | +12.9% |
| 6M | +15.1% | -56.5% | +71.6% | +20.4% |
| YTD | -4.7% | -67.4% | +62.6% | +0.5% |
| 1Y | +20.4% | -85.1% | +105.4% | +40.2% |
| All | +20.4% | -87.9% | +108.3% | +40.2% |
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