-49.6%
CLF vs D
+14.9%
-64.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.1% | -12.2% |
| 7D | -21.0% | +6.9% | -27.9% | -22.2% |
| 30D | -8.0% | +12.3% | -20.3% | -10.7% |
| 3M | -10.9% | +3.0% | -13.9% | -11.6% |
| 6M | +5.8% | +12.8% | -7.0% | +2.6% |
| YTD | -15.1% | +22.6% | -37.7% | -19.6% |
| 1Y | +7.2% | +21.7% | -14.4% | +1.7% |
| 3Y | -34.2% | +83.9% | -118.1% | -46.7% |
| 5Y | -49.6% | +14.0% | -63.6% | -47.1% |
| All | -49.6% | +14.9% | -64.5% | -47.1% |
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 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