+20.2%
CLF vs RGEN
+19.5%
+0.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -7.9% | -3.5% | -4.4% | -7.5% |
| 30D | +5.2% | -6.0% | +11.2% | +5.8% |
| 3M | +4.3% | +19.0% | -14.7% | +0.1% |
| 6M | +25.3% | +50.7% | -25.5% | +12.5% |
| YTD | -3.3% | +8.8% | -12.1% | -1.1% |
| 1Y | +20.2% | +21.3% | -1.1% | +15.6% |
| All | +20.2% | +19.5% | +0.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling