-35.6%
CLF vs RNG
+324.9%
-360.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.8% |
| 7D | -14.1% | -6.2% | -7.9% | -12.8% |
| 30D | -5.5% | -8.0% | +2.5% | -3.8% |
| 3M | 0.0% | +15.7% | -15.7% | -3.4% |
| 6M | +11.3% | +60.3% | -49.1% | -1.6% |
| YTD | -7.7% | +153.8% | -161.5% | -28.5% |
| 1Y | +17.5% | +172.2% | -154.6% | -10.6% |
| 3Y | -25.4% | +174.8% | -200.2% | -44.7% |
| 5Y | -46.0% | -68.6% | +22.7% | -42.5% |
| 10Y | +80.1% | +248.2% | -168.1% | -13.7% |
| All | -35.6% | +324.9% | -360.5% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling