+18.5%
CLF vs DOW
+55.2%
-36.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +16.0% | +3.7% | +12.3% | +15.8% |
| 30D | +1.6% | +16.3% | -14.6% | +1.4% |
| 3M | +6.7% | +9.7% | -3.0% | +6.4% |
| 6M | +21.1% | -14.1% | +35.2% | +22.1% |
| YTD | -1.6% | +46.6% | -48.2% | -15.6% |
| 1Y | +18.5% | +56.8% | -38.3% | +1.1% |
| All | +18.5% | +55.2% | -36.7% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling