-13.7%
CLF vs RSG
+55.3%
-69.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +6.5% | -0.7% | +7.2% | +6.4% |
| 30D | +0.2% | +3.3% | -3.1% | +0.5% |
| 3M | -3.1% | +8.5% | -11.5% | -2.7% |
| 6M | +25.0% | -3.5% | +28.5% | +27.6% |
| YTD | -7.5% | +5.5% | -12.9% | -6.9% |
| 1Y | +11.5% | -1.7% | +13.3% | +13.6% |
| 3Y | -13.7% | +56.9% | -70.6% | -22.4% |
| All | -13.7% | +55.3% | -69.0% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling