+33.2%
CLF vs DOW
-15.4%
+48.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +6.5% | -2.9% | +9.4% | +8.8% |
| 30D | +0.2% | +2.0% | -1.7% | -2.0% |
| 3M | -3.1% | -12.5% | +9.5% | +4.6% |
| 6M | +25.0% | -9.2% | +34.2% | +23.6% |
| YTD | -7.5% | +30.8% | -38.2% | -33.7% |
| 1Y | +11.5% | +29.4% | -17.9% | -21.5% |
| 3Y | -13.7% | -34.6% | +20.9% | +7.4% |
| 5Y | -47.0% | -35.9% | -11.0% | -31.4% |
| All | +33.2% | -15.4% | +48.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DOW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling