+149.8%
CLF vs RBA
+4,058.7%
-3,909.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.3% | -11.9% | -12.1% |
| 7D | -21.0% | +7.3% | -28.3% | -23.8% |
| 30D | -8.0% | +16.9% | -24.9% | -15.5% |
| 3M | -10.9% | -0.5% | -10.4% | -11.8% |
| 6M | +5.8% | -10.4% | +16.2% | +8.8% |
| YTD | -15.1% | -7.2% | -7.9% | -14.3% |
| 1Y | +7.2% | -2.2% | +9.5% | +5.6% |
| 3Y | -34.2% | +43.7% | -77.9% | -47.8% |
| 5Y | -49.6% | +38.7% | -88.3% | -61.0% |
| 10Y | +109.9% | +231.7% | -121.8% | -0.3% |
| All | +149.8% | +4,058.7% | -3,909.0% | -28.2% |
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