-25.4%
CLF vs RBA
+48.1%
-73.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +6.2% |
| 7D | -14.1% | +2.5% | -16.6% | -14.8% |
| 30D | -5.5% | +11.6% | -17.1% | -9.5% |
| 3M | 0.0% | +1.5% | -1.5% | -0.6% |
| 6M | +11.3% | -6.6% | +17.9% | +12.2% |
| YTD | -7.7% | -6.3% | -1.4% | -6.5% |
| 1Y | +17.5% | -4.0% | +21.5% | +17.8% |
| 3Y | -25.4% | +47.3% | -72.7% | -35.6% |
| All | -25.4% | +48.1% | -73.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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