-2.5%
FIG vs CLF
+4.8%
-7.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.0% |
| 7D | -13.1% | -19.6% | +6.5% | -13.3% |
| 30D | -13.0% | -5.0% | -8.0% | -12.7% |
| 3M | -21.5% | -6.3% | -15.2% | -21.1% |
| 6M | -2.5% | +2.8% | -5.3% | +7.5% |
| All | -2.5% | +4.8% | -7.3% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling