+83.5%
CLF vs DE
+783.8%
-700.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.3% |
| 7D | -9.1% | +3.3% | -12.3% | -11.2% |
| 30D | -0.9% | +10.7% | -11.7% | -8.7% |
| 3M | +3.0% | +13.1% | -10.2% | -8.0% |
| 6M | +16.7% | +20.2% | -3.5% | -1.1% |
| YTD | -3.2% | +48.9% | -52.0% | -33.0% |
| 1Y | +24.6% | +46.6% | -22.0% | -13.1% |
| 3Y | -22.3% | +91.4% | -113.7% | -57.6% |
| 5Y | -41.2% | +108.1% | -149.3% | -71.1% |
| 10Y | +83.5% | +782.7% | -699.2% | -73.1% |
| All | +83.5% | +783.8% | -700.2% | -73.1% |
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