-13.7%
CLF vs RRX
+4.1%
-17.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +6.5% | +4.3% | +2.2% | +4.4% |
| 30D | +0.2% | -8.0% | +8.3% | +4.2% |
| 3M | -3.1% | -22.0% | +18.9% | +6.6% |
| 6M | +25.0% | -11.9% | +36.9% | +26.9% |
| YTD | -7.5% | +17.1% | -24.6% | -20.6% |
| 1Y | +11.5% | +14.9% | -3.4% | -3.6% |
| 3Y | -13.7% | +6.9% | -20.6% | -17.5% |
| All | -13.7% | +4.1% | -17.8% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling