+80.1%
CLF vs RVTY
+217.6%
-137.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.6% | +3.4% | +5.0% |
| 7D | -14.1% | +6.0% | -20.1% | -16.6% |
| 30D | -5.5% | +4.3% | -9.8% | -7.9% |
| 3M | 0.0% | +40.2% | -40.2% | -18.2% |
| 6M | +11.3% | +59.3% | -48.0% | -16.5% |
| YTD | -7.7% | +66.5% | -74.2% | -33.1% |
| 1Y | +17.5% | +77.5% | -59.9% | -18.1% |
| 3Y | -25.4% | +92.5% | -117.9% | -52.4% |
| 5Y | -46.0% | -6.8% | -39.2% | -48.2% |
| 10Y | +80.1% | +225.4% | -145.3% | -28.0% |
| All | +80.1% | +217.6% | -137.6% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling