+323.4%
CLF vs DRI
+8,070.6%
-7,747.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +2.3% | -0.7% | +3.1% | +2.7% |
| 30D | +1.9% | +14.7% | -12.8% | -4.4% |
| 3M | +5.9% | +5.4% | +0.4% | +2.6% |
| 6M | +16.9% | +18.8% | -1.9% | +7.0% |
| YTD | -1.1% | +28.4% | -29.4% | -12.6% |
| 1Y | +28.8% | +37.7% | -8.8% | +10.4% |
| 3Y | -20.6% | +68.0% | -88.6% | -38.2% |
| 5Y | -41.5% | +78.8% | -120.3% | -56.1% |
| 10Y | +87.5% | +334.2% | -246.6% | -8.2% |
| All | +323.4% | +8,070.6% | -7,747.2% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling