+80.4%
CLF vs RIG
-48.2%
+128.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +16.0% | +4.3% | +11.7% | +14.5% |
| 30D | +1.6% | -5.8% | +7.5% | +3.6% |
| 3M | +6.7% | -6.7% | +13.4% | +8.8% |
| 6M | +21.1% | -18.7% | +39.8% | +27.7% |
| YTD | -1.6% | +28.8% | -30.4% | -11.9% |
| 1Y | +18.5% | +28.8% | -10.3% | +6.0% |
| 3Y | -21.0% | -20.0% | -1.0% | -23.4% |
| 5Y | -41.4% | +56.0% | -97.4% | -58.2% |
| All | +80.4% | -48.2% | +128.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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