+28.8%
CLF vs DG
+39.7%
-10.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.3% | -3.0% | +5.3% | +2.1% |
| 30D | +1.9% | +8.6% | -6.7% | +2.3% |
| 3M | +5.9% | +15.0% | -9.2% | +6.3% |
| 6M | +16.9% | +32.7% | -15.8% | +15.5% |
| YTD | -1.1% | +5.5% | -6.6% | +0.1% |
| 1Y | +28.8% | +34.6% | -5.8% | +36.9% |
| All | +28.8% | +39.7% | -10.8% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling