+20.2%
CLF vs RNG
+179.4%
-159.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -9.0% | -9.2% |
| 7D | -7.9% | -9.6% | +1.7% | -7.1% |
| 30D | +5.2% | -1.4% | +6.6% | +5.3% |
| 3M | +4.3% | +28.8% | -24.5% | +2.5% |
| 6M | +25.3% | +65.6% | -40.3% | +20.6% |
| YTD | -3.3% | +171.4% | -174.7% | -9.9% |
| 1Y | +20.2% | +185.3% | -165.1% | +8.1% |
| All | +20.2% | +179.4% | -159.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling