-41.8%
CLF vs DLR
+35.0%
-76.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.3% |
| 7D | +10.4% | +3.3% | +7.1% | +8.8% |
| 30D | +0.6% | +4.6% | -4.0% | -1.4% |
| 3M | +4.1% | -8.3% | +12.4% | +8.3% |
| 6M | +15.1% | -5.6% | +20.7% | +17.9% |
| YTD | -4.7% | +18.7% | -23.5% | -12.3% |
| 1Y | +20.4% | +17.1% | +3.3% | +11.5% |
| 3Y | -23.4% | +54.4% | -77.7% | -39.8% |
| All | -41.8% | +35.0% | -76.8% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling