+116.3%
CLF vs RIG
-42.7%
+159.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.2% |
| 7D | +6.5% | -2.7% | +9.2% | +7.4% |
| 30D | +0.2% | +9.5% | -9.3% | -2.7% |
| 3M | -3.1% | -6.6% | +3.6% | -1.3% |
| 6M | +25.0% | -2.9% | +27.9% | +23.8% |
| YTD | -7.5% | +39.5% | -46.9% | -19.1% |
| 1Y | +11.5% | +82.3% | -70.8% | -11.7% |
| 3Y | -13.7% | -29.6% | +15.9% | -13.2% |
| 5Y | -47.0% | +63.2% | -110.2% | -62.9% |
| 10Y | +116.3% | -45.0% | +161.3% | +42.5% |
| All | +116.3% | -42.7% | +159.0% | +42.5% |
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