-51.7%
FIG vs CLF
+12.5%
-64.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.2% | +14.4% | +5.2% |
| 7D | -4.7% | -7.9% | +3.2% | -4.7% |
| 30D | +0.5% | +5.2% | -4.7% | +0.2% |
| 3M | -18.4% | +4.3% | -22.7% | -18.7% |
| 6M | +10.9% | +25.3% | -14.4% | +10.3% |
| YTD | -40.8% | -3.3% | -37.5% | -42.5% |
| 1Y | -51.7% | +20.2% | -71.9% | -55.7% |
| All | -51.7% | +12.5% | -64.2% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling