+18.8%
CLF vs RRC
+28.5%
-9.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +7.0% |
| 7D | -14.1% | -10.3% | -3.8% | -15.0% |
| 30D | -5.5% | +19.5% | -25.0% | -2.3% |
| 3M | 0.0% | +27.9% | -27.9% | +4.4% |
| 6M | +11.3% | +21.2% | -9.9% | +14.7% |
| YTD | -7.7% | +39.6% | -47.2% | -4.2% |
| All | +18.8% | +28.5% | -9.7% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling