-41.8%
CLF vs DOW
-28.2%
-13.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +10.4% | +5.2% | +5.2% | +7.0% |
| 30D | +0.6% | +13.2% | -12.6% | -7.1% |
| 3M | +4.1% | +10.1% | -6.0% | -2.9% |
| 6M | +15.1% | -13.1% | +28.2% | +23.2% |
| YTD | -4.7% | +46.1% | -50.9% | -36.3% |
| 1Y | +20.4% | +50.0% | -29.7% | -21.8% |
| 3Y | -23.4% | -20.2% | -3.1% | -13.2% |
| All | -41.8% | -28.2% | -13.6% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling