-63.6%
CLF vs DG
+606.1%
-669.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +7.6% | +8.4% | -0.8% | +5.6% |
| 30D | -1.2% | +4.9% | -6.1% | -2.4% |
| 3M | -13.4% | +29.3% | -42.7% | -18.8% |
| 6M | +15.4% | -11.3% | +26.7% | +17.7% |
| YTD | -5.9% | +1.8% | -7.6% | -7.3% |
| 1Y | +18.8% | +25.3% | -6.5% | +10.7% |
| 3Y | -19.4% | +9.1% | -28.5% | -25.7% |
| 5Y | -47.7% | -34.9% | -12.8% | -44.7% |
| 10Y | +130.4% | +108.2% | +22.2% | +76.8% |
| All | -63.6% | +606.1% | -669.7% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling