-47.0%
CLF vs DTE
+35.6%
-82.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.0% |
| 7D | +6.5% | +0.9% | +5.6% | +6.1% |
| 30D | +0.2% | -1.9% | +2.1% | +0.9% |
| 3M | -3.1% | -3.3% | +0.2% | -2.0% |
| 6M | +25.0% | -7.1% | +32.1% | +28.3% |
| YTD | -7.5% | +8.1% | -15.6% | -11.7% |
| 1Y | +11.5% | +5.3% | +6.3% | +7.9% |
| 3Y | -13.7% | +48.2% | -61.9% | -29.9% |
| 5Y | -47.0% | +33.2% | -80.2% | -52.1% |
| All | -47.0% | +35.6% | -82.6% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling