+57.5%
CLF vs DLR
+3,340.7%
-3,283.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -19.6% | -3.6% | -16.0% | -17.9% |
| 30D | -5.0% | -3.5% | -1.5% | -3.1% |
| 3M | -6.3% | -8.9% | +2.6% | -1.6% |
| 6M | +2.8% | -11.6% | +14.4% | +9.6% |
| YTD | -13.7% | +14.9% | -28.6% | -21.0% |
| 1Y | +13.6% | +6.4% | +7.1% | +8.4% |
| 3Y | -34.0% | +47.3% | -81.2% | -49.3% |
| 5Y | -48.7% | +32.8% | -81.6% | -59.6% |
| 10Y | +113.4% | +169.6% | -56.1% | -5.9% |
| All | +57.5% | +3,340.7% | -3,283.2% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling