+87.5%
CLF vs RVTY
+219.6%
-132.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.5% |
| 7D | +2.3% | -0.7% | +3.1% | +3.1% |
| 30D | +1.9% | +1.7% | +0.2% | +0.7% |
| 3M | +5.9% | +36.8% | -30.9% | -12.2% |
| 6M | +16.9% | +60.1% | -43.2% | -12.5% |
| YTD | -1.1% | +64.0% | -65.0% | -27.7% |
| 1Y | +28.8% | +68.2% | -39.4% | -7.4% |
| 3Y | -20.6% | +88.8% | -109.4% | -48.8% |
| 5Y | -41.5% | -10.5% | -31.0% | -42.5% |
| 10Y | +87.5% | +219.7% | -132.2% | -23.3% |
| All | +87.5% | +219.6% | -132.0% | -23.3% |
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