-34.0%
CLF vs DG
+19.3%
-53.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.7% |
| 7D | -19.6% | +1.1% | -20.7% | -19.6% |
| 30D | -5.0% | +9.5% | -14.5% | -5.4% |
| 3M | -6.3% | +5.5% | -11.8% | -6.6% |
| 6M | +2.8% | +16.1% | -13.3% | +1.6% |
| YTD | -13.7% | +2.7% | -16.4% | -14.1% |
| 1Y | +13.6% | +42.1% | -28.5% | +10.8% |
| 3Y | -34.0% | +19.3% | -53.2% | -37.2% |
| All | -34.0% | +19.3% | -53.3% | -37.2% |
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