-20.8%
CLF vs DGX
+106.8%
-127.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +16.0% | +1.9% | +14.0% | +15.6% |
| 30D | +1.6% | +12.7% | -11.0% | -1.0% |
| 3M | +6.7% | +9.6% | -2.9% | +4.5% |
| 6M | +21.1% | +37.6% | -16.5% | +13.1% |
| YTD | -1.6% | +52.1% | -53.7% | -10.1% |
| 1Y | +18.5% | +41.3% | -22.8% | +9.9% |
| All | -20.8% | +106.8% | -127.6% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling