+74.6%
CLF vs DGX
+279.6%
-205.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +1.6% | +8.8% | +9.5% |
| 30D | +0.6% | +11.2% | -10.7% | -5.2% |
| 3M | +4.1% | +10.4% | -6.3% | -1.8% |
| 6M | +15.1% | +37.1% | -22.0% | -3.2% |
| YTD | -4.7% | +52.1% | -56.9% | -25.0% |
| 1Y | +20.4% | +40.7% | -20.4% | -1.2% |
| 3Y | -23.4% | +107.6% | -131.0% | -51.2% |
| 5Y | -43.3% | +90.6% | -133.9% | -62.8% |
| All | +74.6% | +279.6% | -205.0% | -21.3% |
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