+11.8%
CLF vs RVMD
+403.7%
-391.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | -0.7% | -1.9% | -2.6% |
| 30D | -3.2% | +0.3% | -3.5% | -3.2% |
| 3M | -5.0% | +38.9% | -43.8% | -7.4% |
| 6M | +26.6% | +108.1% | -81.5% | +17.6% |
| YTD | -9.0% | +160.7% | -169.7% | -12.5% |
| 1Y | +11.8% | +407.3% | -395.4% | -6.3% |
| All | +11.8% | +403.7% | -391.9% | -6.3% |
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