-20.8%
CLF vs RRX
+68.3%
-89.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +16.0% | +12.6% | +3.4% | +8.9% |
| 30D | +1.6% | +10.6% | -8.9% | -3.6% |
| 3M | +6.7% | +4.6% | +2.0% | +3.9% |
| 6M | +21.1% | -13.6% | +34.7% | +26.7% |
| YTD | -1.6% | +29.4% | -31.0% | -22.2% |
| 1Y | +18.5% | +31.9% | -13.4% | -8.0% |
| All | -20.8% | +68.3% | -89.2% | -47.0% |
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