-13.7%
CLF vs DTE
+48.7%
-62.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.9% |
| 7D | +6.5% | +0.9% | +5.6% | +6.2% |
| 30D | +0.2% | -1.9% | +2.1% | +0.8% |
| 3M | -3.1% | -3.3% | +0.2% | -2.3% |
| 6M | +25.0% | -7.1% | +32.1% | +27.6% |
| YTD | -7.5% | +8.1% | -15.6% | -11.4% |
| 1Y | +11.5% | +5.3% | +6.3% | +8.2% |
| 3Y | -13.7% | +48.2% | -61.9% | -28.2% |
| All | -13.7% | +48.7% | -62.4% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling