-47.0%
CLF vs RMBS
+260.2%
-307.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | +6.5% | +3.0% | +3.5% | +5.5% |
| 30D | +0.2% | -14.4% | +14.7% | +5.3% |
| 3M | -3.1% | -42.8% | +39.8% | +14.8% |
| 6M | +25.0% | -1.4% | +26.4% | +16.8% |
| YTD | -7.5% | -5.4% | -2.0% | -14.8% |
| 1Y | +11.5% | +18.6% | -7.0% | -8.7% |
| 3Y | -13.7% | +57.3% | -71.0% | -43.5% |
| 5Y | -47.0% | +265.7% | -312.7% | -80.0% |
| All | -47.0% | +260.2% | -307.2% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RMBS 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling