+281.9%
CLF vs RMD
+37,961.8%
-37,679.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | -19.6% | +2.3% | -21.9% | -20.2% |
| 30D | -5.0% | +4.1% | -9.1% | -6.3% |
| 3M | -6.3% | +5.7% | -12.0% | -8.2% |
| 6M | +2.8% | +12.9% | -10.1% | -1.5% |
| YTD | -13.7% | -1.5% | -12.2% | -14.4% |
| 1Y | +13.6% | -4.8% | +18.3% | +13.5% |
| 3Y | -34.0% | +57.5% | -91.5% | -42.7% |
| 5Y | -48.7% | -5.5% | -43.3% | -49.9% |
| 10Y | +113.4% | +357.8% | -244.3% | +43.3% |
| All | +281.9% | +37,961.8% | -37,679.9% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling