-46.1%
CLF vs RMBS
+254.3%
-300.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.3% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | -1.2% | -12.2% | +11.0% | +2.8% |
| 3M | -13.4% | -49.5% | +36.2% | +6.8% |
| 6M | +15.4% | -7.1% | +22.6% | +10.3% |
| YTD | -5.9% | -7.0% | +1.1% | -12.9% |
| 1Y | +18.8% | +13.3% | +5.5% | -1.0% |
| 3Y | -19.4% | +49.2% | -68.7% | -46.0% |
| All | -46.1% | +254.3% | -300.4% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling