-17.5%
CLF vs RRC
+31.1%
-48.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +7.6% | +1.3% | +6.3% | +7.2% |
| 30D | -1.2% | +10.1% | -11.3% | -4.0% |
| 3M | -13.4% | +4.0% | -17.4% | -14.7% |
| 6M | +15.4% | +1.6% | +13.8% | +13.4% |
| YTD | -5.9% | +19.7% | -25.6% | -13.7% |
| 1Y | +18.8% | +21.4% | -2.6% | +7.7% |
| All | -17.5% | +31.1% | -48.6% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling