+80.1%
CLF vs DD
+105.4%
-25.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.9% | +1.1% | +2.3% |
| 7D | -14.1% | +9.8% | -23.9% | -20.3% |
| 30D | -5.5% | +19.3% | -24.9% | -18.2% |
| 3M | 0.0% | +9.4% | -9.4% | -7.5% |
| 6M | +11.3% | +4.8% | +6.5% | +6.7% |
| YTD | -7.7% | +30.2% | -37.9% | -25.9% |
| 1Y | +17.5% | +32.2% | -14.7% | -6.9% |
| 3Y | -25.4% | +93.1% | -118.5% | -58.6% |
| 5Y | -46.0% | +68.0% | -114.0% | -66.5% |
| 10Y | +80.1% | +98.5% | -18.4% | -21.9% |
| All | +80.1% | +105.4% | -25.3% | -21.9% |
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