-46.0%
CLF vs DVA
+70.6%
-116.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.0% | +10.0% | +7.6% |
| 7D | -14.1% | -0.1% | -14.0% | -14.3% |
| 30D | -5.5% | +3.5% | -9.1% | -6.7% |
| 3M | 0.0% | +1.0% | -1.0% | -0.9% |
| 6M | +11.3% | -6.6% | +17.9% | +11.0% |
| YTD | -7.7% | +63.3% | -71.0% | -21.7% |
| 1Y | +17.5% | +50.0% | -32.5% | +2.1% |
| 3Y | -25.4% | +120.1% | -145.5% | -43.7% |
| 5Y | -46.0% | +73.7% | -119.7% | -58.0% |
| All | -46.0% | +70.6% | -116.5% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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