+630.6%
CLF vs RVTY
+2,899.1%
-2,268.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +0.6% |
| 7D | -19.6% | -1.2% | -18.4% | -19.2% |
| 30D | -5.0% | +1.0% | -6.0% | -5.5% |
| 3M | -6.3% | +35.8% | -42.1% | -17.3% |
| 6M | +2.8% | +56.7% | -53.9% | -14.7% |
| YTD | -13.7% | +60.7% | -74.4% | -29.3% |
| 1Y | +13.6% | +73.7% | -60.1% | -9.7% |
| 3Y | -34.0% | +82.8% | -116.7% | -49.2% |
| 5Y | -48.7% | -7.0% | -41.7% | -50.1% |
| 10Y | +113.4% | +212.3% | -98.9% | +35.7% |
| All | +630.6% | +2,899.1% | -2,268.5% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling