+127.6%
CLF vs DE
+852.3%
-724.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -2.7% | -3.0% | +0.4% | -0.3% |
| 30D | -3.2% | +11.1% | -14.4% | -11.6% |
| 3M | -5.0% | +17.6% | -22.6% | -17.4% |
| 6M | +26.6% | +13.6% | +13.0% | +12.1% |
| YTD | -9.0% | +46.3% | -55.2% | -35.7% |
| 1Y | +11.8% | +44.2% | -32.3% | -20.6% |
| 3Y | -15.1% | +76.6% | -91.7% | -50.4% |
| 5Y | -48.2% | +98.2% | -146.4% | -73.6% |
| 10Y | +127.6% | +863.5% | -735.9% | -75.9% |
| All | +127.6% | +852.3% | -724.7% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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