-49.5%
CLF vs RNG
-69.0%
+19.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.3% |
| 7D | -19.6% | -11.3% | -8.2% | -17.4% |
| 30D | -5.0% | -5.7% | +0.7% | -3.8% |
| 3M | -6.3% | +16.8% | -23.1% | -9.5% |
| 6M | +2.8% | +58.5% | -55.7% | -8.4% |
| YTD | -13.7% | +151.3% | -165.0% | -32.8% |
| 1Y | +13.6% | +169.0% | -155.4% | -13.1% |
| 3Y | -34.0% | +156.9% | -190.9% | -50.1% |
| All | -49.5% | -69.0% | +19.5% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling