-47.0%
CLF vs RSG
+91.5%
-138.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +0.2% | +3.3% | -3.1% | -0.8% |
| 3M | -3.1% | +8.5% | -11.5% | -6.2% |
| 6M | +25.0% | -3.5% | +28.5% | +26.7% |
| YTD | -7.5% | +5.5% | -12.9% | -10.2% |
| 1Y | +11.5% | -1.7% | +13.3% | +11.6% |
| 3Y | -13.7% | +56.9% | -70.6% | -38.3% |
| 5Y | -47.0% | +89.4% | -136.4% | -67.1% |
| All | -47.0% | +91.5% | -138.5% | -67.1% |
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 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