-51.4%
CLF vs DD
+58.5%
-109.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -19.6% | +4.6% | -24.2% | -22.3% |
| 30D | -5.0% | +11.8% | -16.8% | -13.0% |
| 3M | -6.3% | +2.2% | -8.5% | -8.3% |
| 6M | +2.8% | -1.6% | +4.4% | +3.8% |
| YTD | -13.7% | +23.0% | -36.7% | -26.7% |
| 1Y | +13.6% | +26.9% | -13.4% | -5.9% |
| 3Y | -34.0% | +77.9% | -111.9% | -60.1% |
| All | -51.4% | +58.5% | -109.9% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling