+80.1%
CLF vs RGEN
+508.6%
-428.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.8% | +6.0% |
| 7D | -14.1% | +3.5% | -17.5% | -14.8% |
| 30D | -5.5% | +2.9% | -8.5% | -6.5% |
| 3M | 0.0% | +9.2% | -9.2% | -3.5% |
| 6M | +11.3% | +44.9% | -33.7% | -3.1% |
| YTD | -7.7% | +9.2% | -16.9% | -12.7% |
| 1Y | +17.5% | +25.3% | -7.7% | +6.5% |
| 3Y | -25.4% | +21.7% | -47.2% | -34.9% |
| 5Y | -46.0% | -34.5% | -11.5% | -47.1% |
| 10Y | +80.1% | +478.9% | -398.8% | -27.5% |
| All | +80.1% | +508.6% | -428.6% | -27.5% |
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