+124.6%
CLF vs RSG
+428.9%
-304.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -1.6% | +4.0% | -5.5% | -4.2% |
| 3M | -12.0% | +7.4% | -19.4% | -17.0% |
| 6M | +30.0% | +0.1% | +29.9% | +27.2% |
| YTD | -9.2% | +6.0% | -15.2% | -15.2% |
| 1Y | +2.3% | -3.0% | +5.3% | +1.5% |
| 3Y | -14.4% | +56.5% | -70.9% | -45.5% |
| 5Y | -48.3% | +90.9% | -139.3% | -73.1% |
| All | +124.6% | +428.9% | -304.3% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling