+74.6%
CLF vs RMBS
+534.0%
-459.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -1.8% |
| 7D | +10.4% | +10.3% | +0.1% | +5.8% |
| 30D | +0.6% | -10.7% | +11.3% | +5.4% |
| 3M | +4.1% | -17.2% | +21.3% | +11.2% |
| 6M | +15.1% | -39.0% | +54.1% | +35.0% |
| YTD | -4.7% | -10.5% | +5.8% | -14.2% |
| 1Y | +20.4% | -11.0% | +31.3% | +7.9% |
| 3Y | -23.4% | +31.3% | -54.7% | -52.1% |
| 5Y | -43.3% | +242.8% | -286.0% | -83.5% |
| All | +74.6% | +534.0% | -459.4% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling