+696.9%
CLF vs DE
+14,847.5%
-14,150.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +7.6% | +10.0% | -2.5% | +1.0% |
| 30D | -1.2% | +13.3% | -14.5% | -9.6% |
| 3M | -13.4% | +17.5% | -30.9% | -22.8% |
| 6M | +15.4% | +13.6% | +1.9% | +4.4% |
| YTD | -5.9% | +49.8% | -55.7% | -30.0% |
| 1Y | +18.8% | +47.9% | -29.0% | -11.3% |
| 3Y | -19.4% | +72.5% | -91.9% | -46.3% |
| 5Y | -47.7% | +90.2% | -138.0% | -67.7% |
| 10Y | +130.4% | +865.4% | -735.0% | -48.1% |
| All | +696.9% | +14,847.5% | -14,150.6% | +11.8% |
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