+706.4%
CLF vs RRX
+4,247.4%
-3,541.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.9% |
| 7D | +10.4% | +4.3% | +6.0% | +7.8% |
| 30D | +0.6% | +12.3% | -11.8% | -6.1% |
| 3M | +4.1% | +3.7% | +0.5% | +1.5% |
| 6M | +15.1% | -13.9% | +29.0% | +21.5% |
| YTD | -4.7% | +26.5% | -31.2% | -22.6% |
| 1Y | +20.4% | +29.3% | -9.0% | -4.0% |
| 3Y | -23.4% | +65.6% | -88.9% | -48.8% |
| 5Y | -43.3% | +10.6% | -53.9% | -53.1% |
| 10Y | +80.5% | +202.9% | -122.3% | -12.4% |
| All | +706.4% | +4,247.4% | -3,541.0% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling