+32.1%
CLF vs DT
+72.4%
-40.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.2% | +5.8% | +6.6% |
| 7D | -14.1% | -20.2% | +6.2% | -8.0% |
| 30D | -5.5% | -30.8% | +25.2% | +5.5% |
| 3M | 0.0% | -10.2% | +10.2% | +2.6% |
| 6M | +11.3% | +8.0% | +3.2% | +6.2% |
| YTD | -7.7% | +1.5% | -9.1% | -11.7% |
| 1Y | +17.5% | -6.9% | +24.4% | +15.7% |
| 3Y | -25.4% | -10.9% | -14.5% | -26.1% |
| 5Y | -46.0% | -42.2% | -3.8% | -42.0% |
| All | +32.1% | +72.4% | -40.3% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling