+177.2%
CLF vs RSG
+2,310.7%
-2,133.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | +16.0% | +1.4% | +14.5% | +15.2% |
| 30D | +1.6% | +15.0% | -13.4% | -5.8% |
| 3M | +6.7% | +18.5% | -11.8% | -2.8% |
| 6M | +21.1% | +25.8% | -4.7% | +6.2% |
| YTD | -1.6% | +20.8% | -22.4% | -12.8% |
| 1Y | +18.5% | +24.8% | -6.3% | +3.2% |
| 3Y | -21.0% | +65.9% | -86.9% | -41.6% |
| 5Y | -41.4% | +99.1% | -140.5% | -60.5% |
| 10Y | +86.5% | +452.4% | -365.9% | -21.9% |
| All | +177.2% | +2,310.7% | -2,133.6% | -28.2% |
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