+34.7%
CLF vs DT
+103.5%
-68.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | +7.6% | -3.3% | +10.9% | +8.5% |
| 30D | -1.2% | +2.0% | -3.2% | -2.1% |
| 3M | -13.4% | +20.0% | -33.4% | -19.1% |
| 6M | +15.4% | +39.3% | -23.9% | +1.3% |
| YTD | -5.9% | +19.8% | -25.6% | -14.2% |
| 1Y | +18.8% | +4.3% | +14.5% | +13.7% |
| 3Y | -19.4% | +7.7% | -27.1% | -24.6% |
| 5Y | -47.7% | -26.8% | -20.9% | -47.8% |
| All | +34.7% | +103.5% | -68.9% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling