+99.7%
CLF vs DRI
+367.2%
-267.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -19.6% | +2.8% | -22.4% | -21.0% |
| 30D | -5.0% | +13.3% | -18.2% | -11.6% |
| 3M | -6.3% | +8.2% | -14.5% | -11.2% |
| 6M | +2.8% | +17.5% | -14.8% | -7.4% |
| YTD | -13.7% | +26.9% | -40.6% | -25.8% |
| 1Y | +13.6% | +31.6% | -18.0% | -4.3% |
| 3Y | -34.0% | +67.0% | -100.9% | -52.0% |
| 5Y | -48.7% | +72.9% | -121.7% | -64.0% |
| All | +99.7% | +367.2% | -267.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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