+83.5%
CLF vs D
+44.7%
+38.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | -9.1% | +2.4% | -11.4% | -9.8% |
| 30D | -0.9% | +10.9% | -11.8% | -4.2% |
| 3M | +3.0% | +2.8% | +0.1% | +1.8% |
| 6M | +16.7% | +12.7% | +4.0% | +12.3% |
| YTD | -3.2% | +20.3% | -23.5% | -8.7% |
| 1Y | +24.6% | +17.1% | +7.5% | +18.2% |
| 3Y | -22.3% | +75.1% | -97.4% | -36.3% |
| 5Y | -41.2% | +13.1% | -54.3% | -44.5% |
| 10Y | +83.5% | +48.3% | +35.3% | +86.3% |
| All | +83.5% | +44.7% | +38.8% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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