-48.2%
CLF vs DGX
+64.0%
-112.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | -2.2% | -0.4% | -1.8% |
| 30D | -3.2% | -0.9% | -2.3% | -2.8% |
| 3M | -5.0% | +15.6% | -20.5% | -10.1% |
| 6M | +26.6% | +17.8% | +8.8% | +18.5% |
| YTD | -9.0% | +37.5% | -46.4% | -20.1% |
| 1Y | +11.8% | +31.2% | -19.3% | -0.2% |
| 3Y | -15.1% | +96.6% | -111.7% | -38.8% |
| 5Y | -48.2% | +64.9% | -113.1% | -63.2% |
| All | -48.2% | +64.0% | -112.2% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling