-25.4%
CLF vs DE
+92.6%
-118.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.1% | +5.5% |
| 7D | -14.1% | +3.5% | -17.6% | -15.5% |
| 30D | -5.5% | +11.3% | -16.9% | -10.9% |
| 3M | 0.0% | +11.6% | -11.6% | -6.5% |
| 6M | +11.3% | +20.9% | -9.6% | -0.9% |
| YTD | -7.7% | +49.7% | -57.3% | -30.4% |
| 1Y | +17.5% | +49.5% | -31.9% | -11.7% |
| 3Y | -25.4% | +94.7% | -120.1% | -53.2% |
| All | -25.4% | +92.6% | -118.0% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling