+83.5%
CLF vs RNG
+247.5%
-163.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.7% |
| 7D | -9.1% | -6.0% | -3.0% | -7.8% |
| 30D | -0.9% | -7.4% | +6.4% | +0.7% |
| 3M | +3.0% | +14.6% | -11.6% | -0.2% |
| 6M | +16.7% | +61.5% | -44.8% | +3.7% |
| YTD | -3.2% | +155.7% | -158.8% | -24.4% |
| 1Y | +24.6% | +172.5% | -147.9% | -4.2% |
| 3Y | -22.3% | +168.0% | -190.3% | -41.3% |
| 5Y | -41.2% | -73.8% | +32.6% | -36.4% |
| 10Y | +83.5% | +240.3% | -156.7% | -25.0% |
| All | +83.5% | +247.5% | -163.9% | -25.0% |
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