-51.4%
CLF vs RIG
+44.4%
-95.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.1% | +0.9% |
| 7D | -19.6% | -24.5% | +4.9% | -12.5% |
| 30D | -5.0% | -2.8% | -2.2% | -4.0% |
| 3M | -6.3% | +1.6% | -7.8% | -6.9% |
| 6M | +2.8% | -15.9% | +18.7% | +7.1% |
| YTD | -13.7% | +26.9% | -40.6% | -22.7% |
| 1Y | +13.6% | +34.4% | -20.8% | -0.3% |
| 3Y | -34.0% | -21.2% | -12.8% | -36.6% |
| All | -51.4% | +44.4% | -95.8% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling