+127.6%
CLF vs DTE
+136.5%
-8.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -3.2% | -0.5% | -2.7% | -3.0% |
| 3M | -5.0% | -6.0% | +1.1% | -1.9% |
| 6M | +26.6% | -7.2% | +33.8% | +31.2% |
| YTD | -9.0% | +7.2% | -16.1% | -13.8% |
| 1Y | +11.8% | +4.1% | +7.8% | +7.9% |
| 3Y | -15.1% | +46.9% | -62.0% | -35.2% |
| 5Y | -48.2% | +32.9% | -81.1% | -58.3% |
| 10Y | +127.6% | +144.5% | -16.9% | +34.1% |
| All | +127.6% | +136.5% | -8.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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