-13.7%
CLF vs RVMD
+545.7%
-559.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | +6.5% | -1.2% | +7.7% | +6.7% |
| 30D | +0.2% | +1.1% | -0.8% | 0.0% |
| 3M | -3.1% | +39.6% | -42.7% | -8.6% |
| 6M | +25.0% | +110.7% | -85.7% | +7.3% |
| YTD | -7.5% | +160.3% | -167.7% | -24.6% |
| 1Y | +11.5% | +404.9% | -393.4% | -22.8% |
| 3Y | -13.7% | +545.5% | -559.1% | -43.8% |
| All | -13.7% | +545.7% | -559.3% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling