+80.1%
CLF vs FTI
+185.2%
-105.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.7% | +6.3% | +6.6% |
| 7D | -14.1% | -4.3% | -9.8% | -12.0% |
| 30D | -5.5% | -8.0% | +2.5% | -1.5% |
| 3M | 0.0% | -8.0% | +8.0% | +4.2% |
| 6M | +11.3% | -8.7% | +19.9% | +15.8% |
| YTD | -7.7% | +43.9% | -51.6% | -22.7% |
| 1Y | +17.5% | +49.8% | -32.3% | -3.7% |
| 3Y | -25.4% | +211.7% | -237.1% | -58.0% |
| 5Y | -46.0% | +781.6% | -827.5% | -82.8% |
| 10Y | +80.1% | +180.2% | -100.1% | -18.7% |
| All | +80.1% | +185.2% | -105.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling