+126.4%
CLF vs DRI
+361.6%
-235.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +7.6% | +0.6% | +7.0% | +7.3% |
| 30D | -1.2% | +3.8% | -5.0% | -3.4% |
| 3M | -13.4% | +13.0% | -26.4% | -19.4% |
| 6M | +15.4% | +8.3% | +7.1% | +9.4% |
| YTD | -5.9% | +20.6% | -26.5% | -16.1% |
| 1Y | +18.8% | +6.5% | +12.4% | +12.9% |
| 3Y | -19.4% | +53.7% | -73.1% | -38.2% |
| 5Y | -47.7% | +72.7% | -120.4% | -63.1% |
| All | +126.4% | +361.6% | -235.2% | -33.6% |
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