+80.1%
CLF vs RMD
+360.8%
-280.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.8% | +6.9% |
| 7D | -14.1% | +1.2% | -15.3% | -14.7% |
| 30D | -5.5% | +2.5% | -8.0% | -7.1% |
| 3M | 0.0% | +11.5% | -11.5% | -4.9% |
| 6M | +11.3% | +14.7% | -3.4% | +3.5% |
| YTD | -7.7% | -1.3% | -6.4% | -8.8% |
| 1Y | +17.5% | -5.3% | +22.8% | +17.8% |
| 3Y | -25.4% | +68.8% | -94.2% | -42.8% |
| 5Y | -46.0% | -5.9% | -40.1% | -48.2% |
| 10Y | +80.1% | +348.7% | -268.6% | +22.5% |
| All | +80.1% | +360.8% | -280.7% | +22.5% |
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