+235.3%
DIA vs CLF
+80.0%
+155.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +1.6% | +16.0% | -14.4% | -0.4% |
| 30D | +1.2% | +1.6% | -0.4% | +0.5% |
| 3M | -2.4% | +6.7% | -9.1% | -4.1% |
| 6M | +5.7% | +21.1% | -15.5% | +1.1% |
| YTD | +9.9% | -1.6% | +11.5% | +7.1% |
| 1Y | +9.8% | +18.5% | -8.7% | +4.1% |
| 3Y | +59.8% | -21.0% | +80.8% | +52.3% |
| 5Y | +57.7% | -41.4% | +99.1% | +51.6% |
| All | +235.3% | +80.0% | +155.3% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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