+696.9%
CLF vs D
+2,347.4%
-1,650.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.6% |
| 7D | +7.6% | +0.4% | +7.1% | +7.2% |
| 30D | -1.2% | -3.6% | +2.4% | +0.8% |
| 3M | -13.4% | -1.0% | -12.4% | -13.0% |
| 6M | +15.4% | +6.3% | +9.1% | +10.9% |
| YTD | -5.9% | +14.7% | -20.6% | -13.5% |
| 1Y | +18.8% | +16.9% | +1.9% | +7.6% |
| 3Y | -19.4% | +56.8% | -76.2% | -41.3% |
| 5Y | -47.7% | +5.2% | -52.9% | -52.8% |
| 10Y | +130.4% | +35.9% | +94.5% | +59.8% |
| All | +696.9% | +2,347.4% | -1,650.5% | +69.3% |
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