+83.5%
CLF vs DD
+100.9%
-17.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.0% |
| 7D | -9.1% | +2.2% | -11.3% | -10.2% |
| 30D | -0.9% | +20.7% | -21.6% | -14.9% |
| 3M | +3.0% | +11.3% | -8.4% | -6.0% |
| 6M | +16.7% | +6.0% | +10.7% | +11.0% |
| YTD | -3.2% | +31.7% | -34.9% | -22.9% |
| 1Y | +24.6% | +32.2% | -7.6% | -1.2% |
| 3Y | -22.3% | +92.7% | -115.0% | -56.7% |
| 5Y | -41.2% | +72.1% | -113.3% | -64.2% |
| 10Y | +83.5% | +99.7% | -16.1% | -20.4% |
| All | +83.5% | +100.9% | -17.4% | -20.4% |
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