-35.1%
CLF vs D
+82.3%
-117.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.1% | -12.2% |
| 7D | -21.0% | +6.9% | -27.9% | -21.5% |
| 30D | -8.0% | +12.3% | -20.3% | -9.3% |
| 3M | -10.9% | +3.0% | -13.9% | -10.9% |
| 6M | +5.8% | +12.8% | -7.0% | +4.4% |
| YTD | -15.1% | +22.6% | -37.7% | -17.3% |
| 1Y | +7.2% | +21.7% | -14.4% | +4.5% |
| All | -35.1% | +82.3% | -117.3% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling