-3.2%
CLF vs RDW
-20.1%
+16.9%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.1% |
| 7D | -2.7% | +3.6% | -6.2% | -3.9% |
| 30D | -3.2% | -18.4% | +15.2% | +3.3% |
| All | -3.2% | -20.1% | +16.9% | +3.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling