-41.8%
CLF vs RSG
+99.6%
-141.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +2.5% | +7.9% | +9.8% |
| 30D | +0.6% | +12.7% | -12.2% | -2.7% |
| 3M | +4.1% | +17.9% | -13.8% | -0.8% |
| 6M | +15.1% | +25.0% | -9.9% | +6.7% |
| YTD | -4.7% | +20.8% | -25.6% | -11.2% |
| 1Y | +20.4% | +24.3% | -3.9% | +10.4% |
| 3Y | -23.4% | +65.3% | -88.6% | -44.9% |
| All | -41.8% | +99.6% | -141.3% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling