-17.5%
CLF vs DLR
+56.7%
-74.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | +1.6% | +6.0% | +6.8% |
| 30D | -1.2% | -3.4% | +2.2% | +0.1% |
| 3M | -13.4% | +0.5% | -13.9% | -13.8% |
| 6M | +15.4% | +4.6% | +10.9% | +13.2% |
| YTD | -5.9% | +23.4% | -29.3% | -13.9% |
| 1Y | +18.8% | +19.0% | -0.2% | +10.0% |
| All | -17.5% | +56.7% | -74.2% | -34.7% |
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