-51.4%
CLF vs RMD
-5.3%
-46.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | -19.6% | +2.3% | -21.9% | -20.4% |
| 30D | -5.0% | +4.1% | -9.1% | -7.0% |
| 3M | -6.3% | +5.7% | -12.0% | -9.1% |
| 6M | +2.8% | +12.9% | -10.1% | -3.6% |
| YTD | -13.7% | -1.5% | -12.2% | -14.4% |
| 1Y | +13.6% | -4.8% | +18.3% | +14.1% |
| 3Y | -34.0% | +57.5% | -91.5% | -49.1% |
| All | -51.4% | -5.3% | -46.1% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling