+11.8%
CLF vs RMBS
+19.9%
-8.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -2.7% | +3.5% | -6.1% | -3.4% |
| 30D | -3.2% | -8.6% | +5.4% | -1.4% |
| 3M | -5.0% | -40.3% | +35.4% | +5.5% |
| 6M | +26.6% | -1.0% | +27.6% | +21.4% |
| YTD | -9.0% | -4.6% | -4.3% | -15.2% |
| 1Y | +11.8% | +17.6% | -5.7% | +0.5% |
| All | +11.8% | +19.9% | -8.0% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling