-80.3%
FIG vs CLF
+19.3%
-99.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -5.5% |
| 7D | -16.4% | +6.5% | -22.9% | -16.9% |
| 30D | -2.3% | +0.2% | -2.6% | -2.4% |
| 3M | +7.8% | -3.1% | +10.9% | +8.5% |
| 6M | -21.8% | +25.0% | -46.9% | -25.0% |
| YTD | -39.1% | -7.5% | -31.7% | -40.0% |
| 1Y | -56.6% | +11.5% | -68.2% | -60.8% |
| All | -80.3% | +19.3% | -99.6% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling