-47.0%
CLF vs RNG
-70.8%
+23.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.8% |
| 7D | +6.5% | -0.8% | +7.3% | +6.6% |
| 30D | +0.2% | +11.4% | -11.2% | -2.1% |
| 3M | -3.1% | +72.1% | -75.2% | -14.3% |
| 6M | +25.0% | +67.9% | -42.9% | +9.7% |
| YTD | -7.5% | +144.3% | -151.8% | -27.1% |
| 1Y | +11.5% | +117.5% | -106.0% | -9.9% |
| 3Y | -13.7% | +123.9% | -137.6% | -32.7% |
| 5Y | -47.0% | -70.1% | +23.1% | -54.4% |
| All | -47.0% | -70.8% | +23.8% | -54.4% |
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