+681.6%
CLF vs DE
+14,834.6%
-14,153.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.1% | +5.1% |
| 7D | -14.1% | +3.5% | -17.6% | -15.9% |
| 30D | -5.5% | +11.3% | -16.9% | -12.2% |
| 3M | 0.0% | +11.6% | -11.6% | -8.3% |
| 6M | +11.3% | +20.9% | -9.6% | -3.4% |
| YTD | -7.7% | +49.7% | -57.3% | -31.8% |
| 1Y | +17.5% | +49.5% | -31.9% | -13.4% |
| 3Y | -25.4% | +94.7% | -120.1% | -54.4% |
| 5Y | -46.0% | +107.4% | -153.3% | -68.5% |
| 10Y | +80.1% | +793.2% | -713.1% | -57.9% |
| All | +681.6% | +14,834.6% | -14,153.0% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling