-17.5%
CLF vs DG
+9.1%
-26.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | +7.6% | +8.4% | -0.8% | +7.1% |
| 30D | -1.2% | +4.9% | -6.1% | -1.4% |
| 3M | -13.4% | +29.3% | -42.7% | -14.9% |
| 6M | +15.4% | -11.3% | +26.7% | +16.0% |
| YTD | -5.9% | +1.8% | -7.6% | -6.2% |
| 1Y | +18.8% | +25.3% | -6.5% | +16.7% |
| All | -17.5% | +9.1% | -26.6% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling