+630.6%
CLF vs RRC
+1,414.2%
-783.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.4% |
| 7D | -19.6% | -10.8% | -8.8% | -17.1% |
| 30D | -5.0% | +22.3% | -27.3% | -10.2% |
| 3M | -6.3% | +26.6% | -32.9% | -12.4% |
| 6M | +2.8% | +18.9% | -16.2% | -2.9% |
| YTD | -13.7% | +39.2% | -52.9% | -22.3% |
| 1Y | +13.6% | +34.0% | -20.4% | +3.0% |
| 3Y | -34.0% | +42.0% | -76.0% | -41.7% |
| 5Y | -48.7% | +111.9% | -160.6% | -60.8% |
| 10Y | +113.4% | +62.8% | +50.7% | +47.0% |
| All | +630.6% | +1,414.2% | -783.6% | +385.8% |
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 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