+486.2%
CLF vs FTI
+1,702.1%
-1,215.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | -0.4% |
| 7D | -19.6% | -7.6% | -11.9% | -15.0% |
| 30D | -5.0% | -7.1% | +2.2% | 0.0% |
| 3M | -6.3% | -8.7% | +2.4% | -0.5% |
| 6M | +2.8% | -14.0% | +16.8% | +12.5% |
| YTD | -13.7% | +42.8% | -56.6% | -32.7% |
| 1Y | +13.6% | +50.4% | -36.8% | -14.7% |
| 3Y | -34.0% | +194.1% | -228.1% | -70.0% |
| 5Y | -48.7% | +775.2% | -824.0% | -90.3% |
| 10Y | +113.4% | +189.2% | -75.8% | -35.9% |
| All | +486.2% | +1,702.1% | -1,215.9% | -27.0% |
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