+127.6%
CLF vs RMBS
+557.5%
-430.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -2.7% | +3.5% | -6.1% | -4.1% |
| 30D | -3.2% | -8.6% | +5.4% | +0.4% |
| 3M | -5.0% | -40.3% | +35.4% | +16.0% |
| 6M | +26.6% | -1.0% | +27.6% | +14.7% |
| YTD | -9.0% | -4.6% | -4.3% | -19.3% |
| 1Y | +11.8% | +17.6% | -5.7% | -14.5% |
| 3Y | -15.1% | +58.6% | -73.7% | -53.1% |
| 5Y | -48.2% | +270.9% | -319.1% | -85.7% |
| 10Y | +127.6% | +569.1% | -441.5% | -63.6% |
| All | +127.6% | +557.5% | -430.0% | -63.6% |
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