-13.3%
CLF vs RMBS
+53.3%
-66.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | -1.2% | -12.2% | +11.0% | +2.4% |
| 3M | -13.4% | -49.5% | +36.2% | +4.4% |
| 6M | +15.4% | -7.1% | +22.6% | +11.0% |
| YTD | -5.9% | -7.0% | +1.1% | -12.1% |
| 1Y | +18.8% | +13.3% | +5.5% | +1.0% |
| All | -13.3% | +53.3% | -66.7% | -37.6% |
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 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