+99.7%
CLF vs D
+42.6%
+57.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | -19.6% | +3.0% | -22.6% | -20.3% |
| 30D | -5.0% | +11.5% | -16.5% | -8.1% |
| 3M | -6.3% | +3.7% | -10.0% | -7.5% |
| 6M | +2.8% | +13.5% | -10.8% | -1.1% |
| YTD | -13.7% | +20.7% | -34.4% | -18.5% |
| 1Y | +13.6% | +18.2% | -4.7% | +7.7% |
| 3Y | -34.0% | +73.3% | -107.3% | -45.2% |
| 5Y | -48.7% | +12.3% | -61.0% | -51.4% |
| All | +99.7% | +42.6% | +57.1% | +111.1% |
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