+80.4%
CLF vs D
+47.7%
+32.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +16.0% | -3.1% | +19.0% | +16.9% |
| 30D | +1.6% | +8.4% | -6.7% | -1.1% |
| 3M | +6.7% | +0.2% | +6.5% | +6.2% |
| 6M | +21.1% | +9.5% | +11.7% | +17.5% |
| YTD | -1.6% | +18.8% | -20.4% | -6.9% |
| 1Y | +18.5% | +14.7% | +3.8% | +13.1% |
| 3Y | -21.0% | +72.9% | -94.0% | -35.1% |
| 5Y | -41.4% | +13.1% | -54.5% | -44.7% |
| All | +80.4% | +47.7% | +32.7% | +86.0% |
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