+80.4%
CLF vs RGEN
+411.3%
-330.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.5% |
| 7D | +16.0% | -1.2% | +17.1% | +16.3% |
| 30D | +1.6% | -5.1% | +6.7% | +3.0% |
| 3M | +6.7% | +0.5% | +6.2% | +5.5% |
| 6M | +21.1% | +46.6% | -25.5% | +5.0% |
| YTD | -1.6% | +1.6% | -3.2% | -5.0% |
| 1Y | +18.5% | +5.4% | +13.1% | +13.2% |
| 3Y | -21.0% | +12.8% | -33.9% | -29.5% |
| 5Y | -41.4% | -35.6% | -5.8% | -42.4% |
| All | +80.4% | +411.3% | -330.8% | -24.8% |
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