+18.8%
CLF vs RGEN
+45.2%
-26.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +7.6% | -4.9% | +12.5% | +8.5% |
| 30D | -1.2% | +5.7% | -6.9% | -2.4% |
| 3M | -13.4% | +32.4% | -45.8% | -19.0% |
| 6M | +15.4% | +33.2% | -17.8% | +6.6% |
| YTD | -5.9% | +2.3% | -8.2% | -5.3% |
| 1Y | +18.8% | +39.0% | -20.2% | +14.5% |
| All | +18.8% | +45.2% | -26.4% | +14.5% |
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