-13.3%
CLF vs DE
+75.8%
-89.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +7.6% | +10.0% | -2.5% | +2.0% |
| 30D | -1.2% | +13.3% | -14.5% | -8.2% |
| 3M | -13.4% | +17.5% | -30.9% | -21.2% |
| 6M | +15.4% | +13.6% | +1.9% | +6.3% |
| YTD | -5.9% | +49.8% | -55.7% | -28.5% |
| 1Y | +18.8% | +47.9% | -29.0% | -9.5% |
| All | -13.3% | +75.8% | -89.1% | -41.5% |
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 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