+99.7%
CLF vs DD
+87.9%
+11.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.8% |
| 7D | -19.6% | +4.6% | -24.2% | -22.5% |
| 30D | -5.0% | +11.8% | -16.8% | -13.5% |
| 3M | -6.3% | +2.2% | -8.5% | -8.5% |
| 6M | +2.8% | -1.6% | +4.4% | +3.6% |
| YTD | -13.7% | +23.0% | -36.7% | -27.6% |
| 1Y | +13.6% | +26.9% | -13.4% | -7.2% |
| 3Y | -34.0% | +77.9% | -111.9% | -60.9% |
| 5Y | -48.7% | +59.9% | -108.6% | -67.0% |
| All | +99.7% | +87.9% | +11.8% | -14.7% |
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