-33.6%
CLF vs RDW
-0.7%
-32.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.3% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -1.6% | -21.3% | +19.7% | +2.1% |
| 3M | -12.0% | -37.9% | +25.8% | -6.6% |
| 6M | +30.0% | +12.3% | +17.7% | +22.9% |
| YTD | -9.2% | +39.7% | -48.9% | -18.6% |
| 1Y | +2.3% | +25.7% | -23.4% | -8.4% |
| 3Y | -14.4% | +230.8% | -245.2% | -44.4% |
| 5Y | -48.3% | -8.8% | -39.6% | -62.1% |
| All | -33.6% | -0.7% | -32.8% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling