+18.8%
CLF vs RDW
+24.9%
-6.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.5% |
| 7D | +7.6% | -3.1% | +10.7% | +8.2% |
| 30D | -1.2% | -1.8% | +0.6% | -1.3% |
| 3M | -13.4% | -50.9% | +37.5% | -3.2% |
| 6M | +15.4% | +13.5% | +2.0% | +8.0% |
| YTD | -5.9% | +38.6% | -44.4% | -17.2% |
| 1Y | +18.8% | +28.3% | -9.4% | +3.5% |
| All | +18.8% | +24.9% | -6.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling