+123.7%
CLF vs RRC
+5.5%
+118.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +7.6% | +1.3% | +6.3% | +7.1% |
| 30D | -1.2% | +10.1% | -11.3% | -4.5% |
| 3M | -13.4% | +4.0% | -17.4% | -15.0% |
| 6M | +15.4% | +1.6% | +13.8% | +13.1% |
| YTD | -5.9% | +19.7% | -25.6% | -13.3% |
| 1Y | +18.8% | +21.4% | -2.6% | +8.5% |
| 3Y | -19.4% | +29.7% | -49.1% | -29.7% |
| 5Y | -47.7% | +153.9% | -201.6% | -66.1% |
| All | +123.7% | +5.5% | +118.2% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling