-32.3%
CLF vs RDW
+5.0%
-37.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.6% | -8.3% | -2.7% |
| 7D | +6.5% | +9.5% | -3.0% | +5.0% |
| 30D | +0.2% | -17.4% | +17.6% | +3.2% |
| 3M | -3.1% | -39.5% | +36.5% | +3.1% |
| 6M | +25.0% | +31.3% | -6.3% | +15.2% |
| YTD | -7.5% | +47.8% | -55.2% | -17.8% |
| 1Y | +11.5% | +33.8% | -22.3% | -1.0% |
| 3Y | -13.7% | +262.3% | -276.0% | -44.7% |
| 5Y | -47.0% | -5.7% | -41.3% | -61.4% |
| All | -32.3% | +5.0% | -37.2% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling