+20.2%
CLF vs RVMD
+244.4%
-224.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.8% | -12.0% | -9.4% |
| 7D | -7.9% | +5.8% | -13.7% | -8.3% |
| 30D | +5.2% | -3.8% | +9.1% | +5.4% |
| 3M | +4.3% | +3.2% | +1.1% | +4.0% |
| 6M | +25.3% | +35.0% | -9.8% | +22.7% |
| YTD | -3.3% | +150.7% | -154.0% | -0.8% |
| 1Y | +20.2% | +241.0% | -220.7% | +1.3% |
| All | +20.2% | +244.4% | -224.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling