+11.5%
CLF vs RVTY
+48.7%
-37.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.6% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | +0.2% | +10.8% | -10.6% | -4.2% |
| 3M | -3.1% | +26.8% | -29.9% | -14.0% |
| 6M | +25.0% | +39.3% | -14.3% | +4.5% |
| YTD | -7.5% | +31.6% | -39.1% | -20.3% |
| 1Y | +11.5% | +47.7% | -36.2% | -5.1% |
| All | +11.5% | +48.7% | -37.1% | -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