+630.6%
CLF vs RGEN
+1,634.9%
-1,004.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.5% |
| 7D | -19.6% | -1.9% | -17.6% | -19.4% |
| 30D | -5.0% | +3.7% | -8.7% | -5.3% |
| 3M | -6.3% | +8.8% | -15.1% | -7.1% |
| 6M | +2.8% | +38.0% | -35.2% | -0.3% |
| YTD | -13.7% | +5.9% | -19.6% | -14.6% |
| 1Y | +13.6% | +19.7% | -6.1% | +11.3% |
| 3Y | -34.0% | +20.5% | -54.5% | -35.8% |
| 5Y | -48.7% | -35.0% | -13.8% | -48.6% |
| 10Y | +113.4% | +540.9% | -427.4% | +85.0% |
| All | +630.6% | +1,634.9% | -1,004.3% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling