+83.5%
CLF vs RMD
+340.4%
-256.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.1% |
| 7D | -9.1% | +3.1% | -12.1% | -10.3% |
| 30D | -0.9% | +1.8% | -2.7% | -2.3% |
| 3M | +3.0% | +6.7% | -3.7% | -0.5% |
| 6M | +16.7% | +13.9% | +2.8% | +8.9% |
| YTD | -3.2% | -2.0% | -1.2% | -4.2% |
| 1Y | +24.6% | -5.4% | +30.0% | +24.9% |
| 3Y | -22.3% | +67.4% | -89.7% | -40.2% |
| 5Y | -41.2% | -5.7% | -35.5% | -43.7% |
| 10Y | +83.5% | +338.4% | -254.8% | +25.1% |
| All | +83.5% | +340.4% | -256.8% | +25.1% |
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