-41.8%
CLF vs FTI
+886.2%
-927.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -4.2% |
| 7D | +10.4% | +4.3% | +6.1% | +8.3% |
| 30D | +0.6% | -4.7% | +5.2% | +3.0% |
| 3M | +4.1% | -13.5% | +17.6% | +11.3% |
| 6M | +15.1% | -8.7% | +23.8% | +19.6% |
| YTD | -4.7% | +49.0% | -53.8% | -20.5% |
| 1Y | +20.4% | +54.0% | -33.7% | -1.2% |
| 3Y | -23.4% | +211.6% | -235.0% | -54.8% |
| All | -41.8% | +886.2% | -927.9% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling