+74.6%
CLF vs DRI
+331.7%
-257.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +10.4% | +1.1% | +9.3% | +9.8% |
| 30D | +0.6% | +9.7% | -9.1% | -4.7% |
| 3M | +4.1% | +3.2% | +0.9% | +1.4% |
| 6M | +15.1% | +20.6% | -5.5% | +2.5% |
| YTD | -4.7% | +28.3% | -33.0% | -18.3% |
| 1Y | +20.4% | +34.5% | -14.2% | +0.4% |
| 3Y | -23.4% | +66.5% | -89.9% | -43.9% |
| 5Y | -43.3% | +79.6% | -122.9% | -60.7% |
| All | +74.6% | +331.7% | -257.1% | -38.1% |
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