+74.6%
CLF vs RNG
+234.5%
-159.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.1% |
| 7D | +10.4% | +4.6% | +5.8% | +9.4% |
| 30D | +0.6% | +0.4% | +0.1% | +0.5% |
| 3M | +4.1% | +11.4% | -7.3% | +1.6% |
| 6M | +15.1% | +95.7% | -80.6% | -1.7% |
| YTD | -4.7% | +162.9% | -167.6% | -26.1% |
| 1Y | +20.4% | +180.3% | -159.9% | -8.1% |
| 3Y | -23.4% | +188.3% | -211.7% | -43.0% |
| 5Y | -43.3% | -72.5% | +29.2% | -39.2% |
| All | +74.6% | +234.5% | -159.8% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling