-23.4%
CLF vs DOW
-20.1%
-3.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +10.4% | +5.2% | +5.2% | +8.0% |
| 30D | +0.6% | +13.2% | -12.6% | -4.9% |
| 3M | +4.1% | +10.1% | -6.0% | -0.8% |
| 6M | +15.1% | -13.1% | +28.2% | +21.5% |
| YTD | -4.7% | +46.1% | -50.9% | -30.3% |
| 1Y | +20.4% | +50.0% | -29.7% | -13.9% |
| 3Y | -23.4% | -20.2% | -3.1% | -13.3% |
| All | -23.4% | -20.1% | -3.3% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling