+696.9%
CLF vs RRC
+1,202.2%
-505.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -13.4% | +4.0% | -17.4% | -14.6% |
| 6M | +15.4% | +1.6% | +13.8% | +13.7% |
| YTD | -5.9% | +19.7% | -25.6% | -11.4% |
| 1Y | +18.8% | +21.4% | -2.6% | +11.2% |
| 3Y | -19.4% | +29.7% | -49.1% | -26.9% |
| 5Y | -47.7% | +153.9% | -201.6% | -61.6% |
| 10Y | +130.4% | +10.8% | +119.6% | +74.3% |
| All | +696.9% | +1,202.2% | -505.3% | +454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling