+18.8%
CLF vs DD
+31.6%
-12.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.9% | +1.1% | +2.7% |
| 7D | -14.1% | +9.8% | -23.9% | -19.3% |
| 30D | -5.5% | +19.3% | -24.9% | -16.6% |
| 3M | 0.0% | +9.4% | -9.4% | -5.8% |
| 6M | +11.3% | +4.8% | +6.5% | +8.2% |
| YTD | -7.7% | +30.2% | -37.9% | -19.0% |
| All | +18.8% | +31.6% | -12.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling