-46.6%
CLF vs RDW
-9.1%
-37.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.3% |
| 3Y | -14.4% | +230.8% | -245.2% | -44.3% |
| All | -46.6% | -9.1% | -37.5% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling