+539.4%
CLF vs FTI
+2,165.1%
-1,625.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +7.6% | +5.3% | +2.3% | +4.0% |
| 30D | -1.2% | +15.3% | -16.5% | -10.2% |
| 3M | -13.4% | +15.8% | -29.1% | -21.8% |
| 6M | +15.4% | +22.6% | -7.2% | -0.6% |
| YTD | -5.9% | +79.5% | -85.4% | -36.9% |
| 1Y | +18.8% | +102.0% | -83.2% | -27.3% |
| 3Y | -19.4% | +315.8% | -335.2% | -71.2% |
| 5Y | -47.7% | +1,129.5% | -1,177.2% | -92.2% |
| 10Y | +130.4% | +320.9% | -190.6% | -47.6% |
| All | +539.4% | +2,165.1% | -1,625.8% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling