+240.9%
DIA vs CLF
+92.7%
+148.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.0% | -4.8% | +1.2% |
| 7D | +0.8% | -14.1% | +14.9% | +2.6% |
| 30D | +1.4% | -5.5% | +7.0% | +1.7% |
| 3M | -2.7% | 0.0% | -2.7% | -3.5% |
| 6M | +6.2% | +11.3% | -5.0% | +2.9% |
| YTD | +10.1% | -7.7% | +17.8% | +8.3% |
| 1Y | +13.0% | +17.5% | -4.5% | +7.2% |
| 3Y | +61.9% | -25.4% | +87.3% | +55.5% |
| 5Y | +57.1% | -46.0% | +103.0% | +52.7% |
| 10Y | +240.9% | +80.1% | +160.8% | +140.3% |
| All | +240.9% | +92.7% | +148.2% | +140.3% |
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