+618.5%
CLF vs D
+2,488.7%
-1,870.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.1% | -12.1% |
| 7D | -21.0% | +6.9% | -27.9% | -24.1% |
| 30D | -8.0% | +12.3% | -20.3% | -14.5% |
| 3M | -10.9% | +3.0% | -13.9% | -13.2% |
| 6M | +5.8% | +12.8% | -7.0% | -2.3% |
| YTD | -15.1% | +22.6% | -37.7% | -25.5% |
| 1Y | +7.2% | +21.7% | -14.4% | -5.7% |
| 3Y | -34.2% | +83.9% | -118.1% | -56.5% |
| 5Y | -49.6% | +14.0% | -63.6% | -56.7% |
| 10Y | +109.9% | +45.6% | +64.3% | +38.1% |
| All | +618.5% | +2,488.7% | -1,870.2% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling