+24.6%
CLF vs RNG
+171.5%
-146.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | -9.1% | -6.0% | -3.0% | -8.4% |
| 30D | -0.9% | -7.4% | +6.4% | -0.2% |
| 3M | +3.0% | +14.6% | -11.6% | +2.2% |
| 6M | +16.7% | +61.5% | -44.8% | +13.0% |
| YTD | -3.2% | +155.7% | -158.8% | -8.9% |
| 1Y | +24.6% | +172.5% | -147.9% | +15.0% |
| All | +24.6% | +171.5% | -146.8% | +15.0% |
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 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