-34.0%
CLF vs DLR
+44.1%
-78.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -19.6% | -3.6% | -16.0% | -18.2% |
| 30D | -5.0% | -3.5% | -1.5% | -3.4% |
| 3M | -6.3% | -8.9% | +2.6% | -2.6% |
| 6M | +2.8% | -11.6% | +14.4% | +8.0% |
| YTD | -13.7% | +14.9% | -28.6% | -18.5% |
| 1Y | +13.6% | +6.4% | +7.1% | +10.4% |
| 3Y | -34.0% | +47.3% | -81.2% | -45.3% |
| All | -34.0% | +44.1% | -78.1% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling