+259.3%
CLF vs RMBS
+1,339.3%
-1,080.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +7.6% | -0.3% | +7.9% | +7.6% |
| 30D | -1.2% | -12.2% | +11.0% | +0.9% |
| 3M | -13.4% | -49.5% | +36.2% | -3.5% |
| 6M | +15.4% | -7.1% | +22.6% | +14.2% |
| YTD | -5.9% | -7.0% | +1.1% | -7.8% |
| 1Y | +18.8% | +13.3% | +5.5% | +11.7% |
| 3Y | -19.4% | +49.2% | -68.7% | -29.5% |
| 5Y | -47.7% | +250.0% | -297.7% | -60.3% |
| 10Y | +130.4% | +495.1% | -364.7% | +62.9% |
| All | +259.3% | +1,339.3% | -1,080.1% | +96.3% |
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