-34.0%
CLF vs D
+79.5%
-113.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | -19.6% | +3.0% | -22.6% | -19.8% |
| 30D | -5.0% | +11.5% | -16.5% | -6.3% |
| 3M | -6.3% | +3.7% | -10.0% | -6.5% |
| 6M | +2.8% | +13.5% | -10.8% | +1.3% |
| YTD | -13.7% | +20.7% | -34.4% | -15.8% |
| 1Y | +13.6% | +18.2% | -4.7% | +11.0% |
| 3Y | -34.0% | +73.3% | -107.3% | -42.0% |
| All | -34.0% | +79.5% | -113.5% | -42.0% |
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