+66.2%
CLF vs RVMD
+644.5%
-578.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +7.6% | +1.0% | +6.5% | +7.3% |
| 30D | -1.2% | +6.4% | -7.6% | -2.7% |
| 3M | -13.4% | +34.9% | -48.3% | -19.2% |
| 6M | +15.4% | +107.6% | -92.1% | -5.1% |
| YTD | -5.9% | +163.7% | -169.6% | -28.4% |
| 1Y | +18.8% | +439.2% | -420.4% | -25.1% |
| 3Y | -19.4% | +499.2% | -518.6% | -53.2% |
| 5Y | -47.7% | +621.7% | -669.4% | -73.8% |
| All | +66.2% | +644.5% | -578.3% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling