-13.3%
CLF vs RNG
+130.4%
-143.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.7% |
| 7D | +7.6% | +5.8% | +1.8% | +6.1% |
| 30D | -1.2% | +19.6% | -20.8% | -5.6% |
| 3M | -13.4% | +67.0% | -80.4% | -24.4% |
| 6M | +15.4% | +88.4% | -72.9% | -4.4% |
| YTD | -5.9% | +155.5% | -161.4% | -31.3% |
| 1Y | +18.8% | +141.7% | -122.9% | -11.9% |
| All | -13.3% | +130.4% | -143.7% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling