+123.7%
CLF vs RMD
+278.3%
-154.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +7.6% | -5.0% | +12.6% | +9.6% |
| 30D | -1.2% | +2.2% | -3.4% | -2.3% |
| 3M | -13.4% | +17.8% | -31.2% | -19.4% |
| 6M | +15.4% | -11.3% | +26.8% | +19.7% |
| YTD | -5.9% | -4.4% | -1.5% | -5.3% |
| 1Y | +18.8% | -15.7% | +34.5% | +25.5% |
| 3Y | -19.4% | +47.7% | -67.1% | -34.8% |
| 5Y | -47.7% | -19.2% | -28.5% | -46.5% |
| All | +123.7% | +278.3% | -154.6% | +31.8% |
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