-41.8%
CLF vs RRX
+9.8%
-51.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.9% |
| 7D | +10.4% | +4.3% | +6.0% | +7.9% |
| 30D | +0.6% | +12.3% | -11.8% | -5.8% |
| 3M | +4.1% | +3.7% | +0.5% | +1.7% |
| 6M | +15.1% | -13.9% | +29.0% | +21.0% |
| YTD | -4.7% | +26.5% | -31.2% | -23.7% |
| 1Y | +20.4% | +29.3% | -9.0% | -5.6% |
| 3Y | -23.4% | +65.6% | -88.9% | -50.4% |
| All | -41.8% | +9.8% | -51.6% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling