-51.4%
CLF vs RVTY
-7.4%
-44.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +0.3% |
| 7D | -19.6% | -1.2% | -18.4% | -19.0% |
| 30D | -5.0% | +1.0% | -6.0% | -5.6% |
| 3M | -6.3% | +35.8% | -42.1% | -20.0% |
| 6M | +2.8% | +56.7% | -53.9% | -19.2% |
| YTD | -13.7% | +60.7% | -74.4% | -33.5% |
| 1Y | +13.6% | +73.7% | -60.1% | -15.9% |
| 3Y | -34.0% | +82.8% | -116.7% | -53.7% |
| All | -51.4% | -7.4% | -44.0% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling