+28.8%
CLF vs DE
+47.4%
-18.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +2.3% | +2.3% | +0.1% | +1.8% |
| 30D | +1.9% | +9.3% | -7.4% | -0.5% |
| 3M | +5.9% | +12.2% | -6.3% | +2.3% |
| 6M | +16.9% | +18.1% | -1.2% | +10.6% |
| YTD | -1.1% | +49.8% | -50.8% | -13.8% |
| 1Y | +28.8% | +46.4% | -17.6% | +12.5% |
| All | +28.8% | +47.4% | -18.6% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling