+80.1%
CLF vs DG
+128.5%
-48.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.2% | +4.8% | +6.5% |
| 7D | -14.1% | +0.7% | -14.7% | -14.4% |
| 30D | -5.5% | +7.4% | -13.0% | -7.6% |
| 3M | 0.0% | +8.5% | -8.5% | -2.6% |
| 6M | +11.3% | +21.9% | -10.6% | +4.6% |
| YTD | -7.7% | +4.9% | -12.6% | -10.3% |
| 1Y | +17.5% | +40.4% | -22.9% | +5.2% |
| 3Y | -25.4% | +23.5% | -48.9% | -34.8% |
| 5Y | -46.0% | -32.3% | -13.7% | -41.7% |
| 10Y | +80.1% | +119.3% | -39.2% | +6.4% |
| All | +80.1% | +128.5% | -48.4% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling