+240.6%
CLF vs DGX
+8,858.2%
-8,617.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +7.6% | -2.3% | +9.9% | +8.6% |
| 30D | -1.2% | +0.6% | -1.7% | -1.4% |
| 3M | -13.4% | +21.4% | -34.8% | -19.5% |
| 6M | +15.4% | +14.7% | +0.7% | +9.3% |
| YTD | -5.9% | +38.4% | -44.3% | -17.2% |
| 1Y | +18.8% | +34.0% | -15.2% | +5.6% |
| 3Y | -19.4% | +92.7% | -112.1% | -38.5% |
| 5Y | -47.7% | +67.7% | -115.4% | -58.2% |
| 10Y | +130.4% | +248.0% | -117.6% | +40.7% |
| All | +240.6% | +8,858.2% | -8,617.6% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling