-41.8%
CLF vs RGEN
-35.5%
-6.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +10.4% | -3.3% | +13.7% | +11.4% |
| 30D | +0.6% | -5.8% | +6.4% | +2.2% |
| 3M | +4.1% | +0.2% | +3.9% | +3.0% |
| 6M | +15.1% | +56.8% | -41.7% | -2.2% |
| YTD | -4.7% | +2.4% | -7.1% | -8.1% |
| 1Y | +20.4% | +11.4% | +8.9% | +13.0% |
| 3Y | -23.4% | +15.2% | -38.5% | -32.0% |
| All | -41.8% | -35.5% | -6.3% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling