+20.2%
CLF vs RVTY
+74.0%
-53.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.5% | -6.7% | -8.4% |
| 7D | -7.9% | -3.6% | -4.3% | -6.8% |
| 30D | +5.2% | +1.4% | +3.9% | +4.6% |
| 3M | +4.3% | +43.2% | -38.9% | -9.5% |
| 6M | +25.3% | +84.5% | -59.2% | -5.6% |
| YTD | -3.3% | +65.2% | -68.5% | -22.7% |
| 1Y | +20.2% | +74.3% | -54.1% | -5.1% |
| All | +20.2% | +74.0% | -53.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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