+7.2%
CLF vs DOC
+21.7%
-14.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.0% | -12.2% |
| 7D | -21.0% | +6.2% | -27.2% | -21.6% |
| 30D | -8.0% | +6.5% | -14.5% | -8.8% |
| 3M | -10.9% | -6.2% | -4.7% | -8.5% |
| 6M | +5.8% | +25.6% | -19.8% | -3.2% |
| YTD | -15.1% | +32.1% | -47.2% | -20.9% |
| 1Y | +7.2% | +20.3% | -13.1% | +5.0% |
| All | +7.2% | +21.7% | -14.5% | +5.0% |
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