+269.6%
CLF vs RMBS
+1,260.2%
-990.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -9.1% | -8.4% | -0.6% | -7.5% |
| 30D | -0.9% | -24.9% | +23.9% | +4.2% |
| 3M | +3.0% | -15.8% | +18.7% | +5.7% |
| 6M | +16.7% | -37.5% | +54.2% | +24.8% |
| YTD | -3.2% | -12.1% | +8.9% | -4.5% |
| 1Y | +24.6% | -27.0% | +51.6% | +26.6% |
| 3Y | -22.3% | +28.8% | -51.1% | -30.3% |
| 5Y | -41.2% | +236.2% | -277.4% | -55.2% |
| 10Y | +83.5% | +546.6% | -463.1% | +28.2% |
| All | +269.6% | +1,260.2% | -990.6% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling