-51.4%
CLF vs D
+12.5%
-63.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | -19.6% | +3.0% | -22.6% | -20.2% |
| 30D | -5.0% | +11.5% | -16.5% | -7.7% |
| 3M | -6.3% | +3.7% | -10.0% | -7.3% |
| 6M | +2.8% | +13.5% | -10.8% | -0.7% |
| YTD | -13.7% | +20.7% | -34.4% | -18.1% |
| 1Y | +13.6% | +18.2% | -4.7% | +8.3% |
| 3Y | -34.0% | +73.3% | -107.3% | -45.8% |
| All | -51.4% | +12.5% | -63.9% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling