-25.4%
CLF vs RVMD
+835.3%
-860.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.1% | +2.9% | +6.1% |
| 7D | -14.1% | +6.4% | -20.5% | -15.1% |
| 30D | -5.5% | +5.5% | -11.0% | -6.6% |
| 3M | 0.0% | -2.4% | +2.4% | +0.2% |
| 6M | +11.3% | +41.1% | -29.9% | +3.1% |
| YTD | -7.7% | +151.3% | -159.0% | -27.7% |
| 1Y | +17.5% | +228.1% | -210.5% | -16.0% |
| 3Y | -25.4% | +899.8% | -925.2% | -65.4% |
| All | -25.4% | +835.3% | -860.7% | -65.4% |
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