+68.3%
CLF vs DLR
+165.9%
-97.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -19.6% | -3.6% | -16.0% | -18.4% |
| 30D | -5.0% | -3.5% | -1.5% | -3.7% |
| 3M | -6.3% | -8.9% | +2.6% | -3.2% |
| 6M | +2.8% | -11.6% | +14.4% | +7.3% |
| YTD | -13.7% | +14.9% | -28.6% | -18.0% |
| 1Y | +13.6% | +6.4% | +7.1% | +10.7% |
| 3Y | -34.0% | +47.3% | -81.2% | -43.4% |
| 5Y | -48.7% | +32.8% | -81.6% | -55.9% |
| All | +68.3% | +165.9% | -97.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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