-41.4%
CLF vs DGX
+91.7%
-133.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +16.0% | +1.9% | +14.0% | +15.2% |
| 30D | +1.6% | +12.7% | -11.0% | -3.1% |
| 3M | +6.7% | +9.6% | -2.9% | +2.6% |
| 6M | +21.1% | +37.6% | -16.5% | +6.6% |
| YTD | -1.6% | +52.1% | -53.7% | -17.3% |
| 1Y | +18.5% | +41.3% | -22.8% | +2.5% |
| 3Y | -21.0% | +106.9% | -127.9% | -43.8% |
| 5Y | -41.4% | +90.7% | -132.0% | -61.5% |
| All | -41.4% | +91.7% | -133.1% | -61.5% |
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