+696.9%
CLF vs RGEN
+1,576.0%
-879.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +7.6% | -4.9% | +12.5% | +8.0% |
| 30D | -1.2% | +5.7% | -6.9% | -1.7% |
| 3M | -13.4% | +32.4% | -45.8% | -15.5% |
| 6M | +15.4% | +33.2% | -17.8% | +12.4% |
| YTD | -5.9% | +2.3% | -8.2% | -6.5% |
| 1Y | +18.8% | +39.0% | -20.2% | +15.2% |
| 3Y | -19.4% | -4.6% | -14.8% | -20.3% |
| 5Y | -47.7% | -42.7% | -5.0% | -47.1% |
| 10Y | +130.4% | +433.6% | -303.2% | +102.0% |
| All | +696.9% | +1,576.0% | -879.1% | +411.5% |
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 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