+696.9%
CLF vs RRX
+3,904.5%
-3,207.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +3.4% | +4.1% | +5.5% |
| 30D | -1.2% | -11.1% | +9.9% | +5.8% |
| 3M | -13.4% | -23.7% | +10.4% | -1.4% |
| 6M | +15.4% | -22.0% | +37.4% | +27.4% |
| YTD | -5.9% | +16.5% | -22.4% | -19.4% |
| 1Y | +18.8% | +11.5% | +7.3% | +4.0% |
| 3Y | -19.4% | +1.5% | -20.9% | -29.2% |
| 5Y | -47.7% | +18.3% | -66.0% | -58.6% |
| 10Y | +130.4% | +209.8% | -79.4% | +11.9% |
| All | +696.9% | +3,904.5% | -3,207.6% | +179.2% |
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