-1.4%
CLF vs FRMI
-93.4%
+91.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.7% | +1.2% | +6.3% |
| 7D | -14.1% | -24.7% | +10.6% | -11.3% |
| 30D | -5.5% | -51.6% | +46.1% | +1.4% |
| 3M | 0.0% | -73.1% | +73.1% | +13.8% |
| 6M | +11.3% | -68.3% | +79.5% | +21.4% |
| YTD | -7.7% | -79.3% | +71.6% | +3.5% |
| 1Y | +17.5% | -93.2% | +110.7% | +47.7% |
| All | -1.4% | -93.4% | +91.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling