-17.5%
CLF vs RGEN
-3.7%
-13.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +7.6% | -4.9% | +12.5% | +9.1% |
| 30D | -1.2% | +5.7% | -6.9% | -3.1% |
| 3M | -13.4% | +32.4% | -45.8% | -21.4% |
| 6M | +15.4% | +33.2% | -17.8% | +3.6% |
| YTD | -5.9% | +2.3% | -8.2% | -8.1% |
| 1Y | +18.8% | +39.0% | -20.2% | +4.5% |
| All | -17.5% | -3.7% | -13.8% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling