+11.5%
CLF vs DG
+18.0%
-6.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.4% |
| 7D | +6.5% | -2.5% | +9.0% | +6.7% |
| 30D | +0.2% | +1.0% | -0.8% | +0.2% |
| 3M | -3.1% | +20.3% | -23.4% | -5.4% |
| 6M | +25.0% | -11.7% | +36.8% | +27.2% |
| YTD | -7.5% | -2.3% | -5.1% | -7.4% |
| 1Y | +11.5% | +20.0% | -8.5% | +4.9% |
| All | +11.5% | +18.0% | -6.5% | +4.9% |
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