+80.4%
CLF vs DTE
+151.2%
-70.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +16.0% | +3.2% | +12.8% | +14.0% |
| 30D | +1.6% | +8.5% | -6.8% | -3.3% |
| 3M | +6.7% | +1.3% | +5.4% | +5.5% |
| 6M | +21.1% | -0.7% | +21.8% | +20.8% |
| YTD | -1.6% | +10.6% | -12.2% | -8.9% |
| 1Y | +18.5% | +2.6% | +15.8% | +14.9% |
| 3Y | -21.0% | +56.5% | -77.5% | -42.2% |
| 5Y | -41.4% | +46.7% | -88.1% | -56.0% |
| All | +80.4% | +151.2% | -70.7% | +19.9% |
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