+124.6%
CLF vs RRX
+228.4%
-103.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.7% | -0.6% |
| 7D | -3.5% | -0.3% | -3.2% | -3.3% |
| 30D | -1.6% | -6.1% | +4.6% | +2.8% |
| 3M | -12.0% | -23.1% | +11.0% | +1.7% |
| 6M | +30.0% | -19.5% | +49.5% | +41.9% |
| YTD | -9.2% | +16.1% | -25.3% | -27.0% |
| 1Y | +2.3% | +12.9% | -10.6% | -16.6% |
| 3Y | -14.4% | +7.9% | -22.3% | -33.8% |
| 5Y | -48.3% | +19.1% | -67.4% | -65.4% |
| All | +124.6% | +228.4% | -103.8% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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