+165.1%
CLF vs RSG
+2,015.2%
-1,850.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +7.6% | +0.3% | +7.3% | +7.4% |
| 30D | -1.2% | +7.6% | -8.8% | -4.8% |
| 3M | -13.4% | +7.4% | -20.8% | -17.1% |
| 6M | +15.4% | -3.3% | +18.7% | +15.4% |
| YTD | -5.9% | +6.0% | -11.9% | -10.3% |
| 1Y | +18.8% | -3.7% | +22.5% | +18.2% |
| 3Y | -19.4% | +59.1% | -78.5% | -38.8% |
| 5Y | -47.7% | +89.0% | -136.7% | -63.7% |
| 10Y | +130.4% | +412.5% | -282.1% | +1.5% |
| All | +165.1% | +2,015.2% | -1,850.2% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling