+123.7%
CLF vs DD
+70.2%
+53.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +7.6% | -3.5% | +11.1% | +10.7% |
| 30D | -1.2% | -10.3% | +9.1% | +7.6% |
| 3M | -13.4% | -7.5% | -5.8% | -7.9% |
| 6M | +15.4% | -8.0% | +23.4% | +23.2% |
| YTD | -5.9% | +10.5% | -16.3% | -13.5% |
| 1Y | +18.8% | +38.3% | -19.5% | -10.4% |
| 3Y | -19.4% | +42.5% | -61.9% | -42.6% |
| 5Y | -47.7% | +60.2% | -107.9% | -66.6% |
| All | +123.7% | +70.2% | +53.5% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling