-83.7%
FIG vs CLF
+11.3%
-95.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | -13.1% | -19.6% | +6.5% | -11.3% |
| 30D | -13.0% | -5.0% | -8.0% | -12.8% |
| 3M | -21.5% | -6.3% | -15.2% | -21.3% |
| 6M | -2.5% | +2.8% | -5.3% | -3.6% |
| YTD | -49.7% | -13.7% | -36.0% | -50.2% |
| 1Y | -59.1% | +13.6% | -72.7% | -62.2% |
| All | -83.7% | +11.3% | -95.0% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling