+57.3%
CLF vs RVMD
+620.8%
-563.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | -3.7% | -3.6% | -0.1% | -2.9% |
| 30D | -4.7% | -1.1% | -3.6% | -4.5% |
| 3M | -4.7% | +41.0% | -45.7% | -12.1% |
| 6M | +24.0% | +105.7% | -81.7% | +2.1% |
| YTD | -10.9% | +155.3% | -166.2% | -31.7% |
| 1Y | +4.0% | +402.7% | -398.7% | -33.3% |
| 3Y | -16.9% | +533.1% | -550.0% | -52.5% |
| 5Y | -49.3% | +583.5% | -632.8% | -74.2% |
| All | +57.3% | +620.8% | -563.5% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling