+120.3%
CLF vs DGX
+249.5%
-129.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.2% |
| 7D | -3.7% | -3.5% | -0.2% | -1.9% |
| 30D | -4.7% | -2.7% | -2.0% | -3.3% |
| 3M | -4.7% | +13.9% | -18.6% | -11.0% |
| 6M | +24.0% | +16.0% | +8.0% | +14.1% |
| YTD | -10.9% | +34.9% | -45.9% | -24.7% |
| 1Y | +4.0% | +30.6% | -26.5% | -10.8% |
| 3Y | -16.9% | +93.0% | -109.9% | -44.8% |
| 5Y | -49.3% | +64.4% | -113.7% | -63.6% |
| All | +120.3% | +249.5% | -129.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling