-47.8%
CLF vs RVTY
-30.5%
-17.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +7.6% | +1.1% | +6.5% | +7.1% |
| 30D | -1.2% | +13.2% | -14.4% | -7.2% |
| 3M | -13.4% | +27.2% | -40.6% | -24.0% |
| 6M | +15.4% | +32.4% | -17.0% | -1.3% |
| YTD | -5.9% | +34.9% | -40.7% | -20.6% |
| 1Y | +18.8% | +52.4% | -33.5% | -5.8% |
| 3Y | -19.4% | +12.3% | -31.7% | -27.7% |
| All | -47.8% | -30.5% | -17.2% | -43.7% |
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