+177.0%
CLF vs RBA
+3,565.6%
-3,388.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | -2.9% | +10.5% | +9.1% |
| 30D | -1.2% | -12.3% | +11.1% | +5.0% |
| 3M | -13.4% | -20.5% | +7.2% | -4.8% |
| 6M | +15.4% | -18.5% | +34.0% | +25.2% |
| YTD | -5.9% | -18.2% | +12.4% | +2.0% |
| 1Y | +18.8% | -27.5% | +46.3% | +36.3% |
| 3Y | -19.4% | +38.1% | -57.5% | -34.4% |
| 5Y | -47.7% | +44.8% | -92.5% | -60.3% |
| 10Y | +130.4% | +187.1% | -56.8% | +18.6% |
| All | +177.0% | +3,565.6% | -3,388.5% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling