-51.4%
CLF vs RBA
+37.7%
-89.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | -19.6% | +4.3% | -23.8% | -20.9% |
| 30D | -5.0% | +16.3% | -21.3% | -10.7% |
| 3M | -6.3% | +1.3% | -7.6% | -7.3% |
| 6M | +2.8% | -11.1% | +13.8% | +5.6% |
| YTD | -13.7% | -8.5% | -5.2% | -12.2% |
| 1Y | +13.6% | -2.1% | +15.7% | +12.6% |
| 3Y | -34.0% | +44.6% | -78.5% | -44.0% |
| All | -51.4% | +37.7% | -89.1% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling