+116.3%
CLF vs RGEN
+406.9%
-290.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.9% |
| 7D | +6.5% | -0.9% | +7.4% | +6.8% |
| 30D | +0.2% | +2.8% | -2.6% | -0.9% |
| 3M | -3.1% | +34.5% | -37.5% | -13.0% |
| 6M | +25.0% | +40.5% | -15.4% | +9.5% |
| YTD | -7.5% | +2.8% | -10.3% | -10.4% |
| 1Y | +11.5% | +39.6% | -28.1% | -2.9% |
| 3Y | -13.7% | +4.4% | -18.1% | -21.6% |
| 5Y | -47.0% | -42.8% | -4.2% | -45.7% |
| 10Y | +116.3% | +406.7% | -290.4% | -22.5% |
| All | +116.3% | +406.9% | -290.5% | -22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling