+20.2%
CLF vs DT
-5.1%
+25.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.2% |
| 7D | -7.9% | -25.5% | +17.6% | -8.8% |
| 30D | +5.2% | -22.3% | +27.6% | +4.5% |
| 3M | +4.3% | +2.3% | +2.0% | +6.3% |
| 6M | +25.3% | +20.7% | +4.5% | +31.4% |
| YTD | -3.3% | +7.9% | -11.3% | +1.7% |
| 1Y | +20.2% | -5.7% | +26.0% | +35.3% |
| All | +20.2% | -5.1% | +25.4% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling