+80.4%
CLF vs RMD
+346.1%
-265.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +16.0% | +0.1% | +15.9% | +15.9% |
| 30D | +1.6% | +1.9% | -0.3% | +0.2% |
| 3M | +6.7% | +6.3% | +0.4% | +3.3% |
| 6M | +21.1% | +18.2% | +2.9% | +11.6% |
| YTD | -1.6% | +0.3% | -1.8% | -3.4% |
| 1Y | +18.5% | -4.3% | +22.8% | +18.3% |
| 3Y | -21.0% | +71.3% | -92.3% | -39.7% |
| 5Y | -41.4% | -1.8% | -39.6% | -44.7% |
| All | +80.4% | +346.1% | -265.7% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling