+696.9%
CLF vs DD
+961.9%
-265.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +7.6% | -3.5% | +11.1% | +10.2% |
| 30D | -1.2% | -10.3% | +9.1% | +6.1% |
| 3M | -13.4% | -7.5% | -5.8% | -8.7% |
| 6M | +15.4% | -8.0% | +23.4% | +22.1% |
| YTD | -5.9% | +10.5% | -16.3% | -11.9% |
| 1Y | +18.8% | +38.3% | -19.5% | -5.4% |
| 3Y | -19.4% | +42.5% | -61.9% | -38.3% |
| 5Y | -47.7% | +60.2% | -107.9% | -62.8% |
| 10Y | +130.4% | +68.9% | +61.5% | +58.1% |
| All | +696.9% | +961.9% | -265.0% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling