-34.0%
CLF vs RMBS
+28.3%
-62.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | -0.5% |
| 7D | -19.6% | -12.0% | -7.6% | -16.3% |
| 30D | -5.0% | -33.1% | +28.2% | +7.1% |
| 3M | -6.3% | -23.7% | +17.4% | +0.7% |
| 6M | +2.8% | -42.7% | +45.5% | +17.9% |
| YTD | -13.7% | -18.9% | +5.2% | -16.9% |
| 1Y | +13.6% | -30.0% | +43.6% | +14.7% |
| 3Y | -34.0% | +28.8% | -62.8% | -52.0% |
| All | -34.0% | +28.3% | -62.3% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling