+20.2%
CLF vs DOC
+21.8%
-1.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.1% | -12.3% | -9.5% |
| 7D | -7.9% | +8.7% | -16.6% | -8.8% |
| 30D | +5.2% | +7.6% | -2.4% | +4.1% |
| 3M | +4.3% | -5.3% | +9.6% | +6.8% |
| 6M | +25.3% | +27.6% | -2.3% | +14.1% |
| YTD | -3.3% | +32.4% | -35.7% | -9.5% |
| 1Y | +20.2% | +22.9% | -2.6% | +16.0% |
| All | +20.2% | +21.8% | -1.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling