+41.7%
CLF vs DOW
-5.2%
+46.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.9% |
| 7D | +16.0% | +3.7% | +12.3% | +12.9% |
| 30D | +1.6% | +16.3% | -14.6% | -9.5% |
| 3M | +6.7% | +9.7% | -3.0% | -1.7% |
| 6M | +21.1% | -14.1% | +35.2% | +31.3% |
| YTD | -1.6% | +46.6% | -48.2% | -35.6% |
| 1Y | +18.5% | +56.8% | -38.3% | -27.5% |
| 3Y | -21.0% | -20.4% | -0.7% | -16.6% |
| 5Y | -41.4% | -27.4% | -14.0% | -31.1% |
| All | +41.7% | -5.2% | +46.9% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling