+127.6%
CLF vs RNG
+215.2%
-87.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.7% | -4.1% | +1.4% | -1.9% |
| 30D | -3.2% | +8.6% | -11.8% | -5.1% |
| 3M | -5.0% | +78.0% | -82.9% | -16.9% |
| 6M | +26.6% | +67.0% | -40.4% | +10.8% |
| YTD | -9.0% | +142.4% | -151.4% | -28.5% |
| 1Y | +11.8% | +120.4% | -108.6% | -10.4% |
| 3Y | -15.1% | +122.1% | -137.2% | -33.9% |
| 5Y | -48.2% | -69.8% | +21.6% | -45.4% |
| 10Y | +127.6% | +223.4% | -95.8% | -22.3% |
| All | +127.6% | +215.2% | -87.6% | -22.3% |
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