-16.0%
CLF vs RDW
+249.5%
-265.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.4% |
| 7D | -3.7% | +4.8% | -8.5% | -4.4% |
| 30D | -4.7% | -19.5% | +14.9% | -1.7% |
| 3M | -4.7% | -26.9% | +22.2% | -1.5% |
| 6M | +24.0% | +17.8% | +6.2% | +17.5% |
| YTD | -10.9% | +43.0% | -53.9% | -19.1% |
| 1Y | +4.0% | +32.1% | -28.0% | -5.8% |
| All | -16.0% | +249.5% | -265.6% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling