+11.0%
DIA vs CLF
+27.9%
-17.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | -1.6% | +2.3% | -4.0% | -1.9% |
| 30D | +1.3% | +1.9% | -0.7% | +0.8% |
| 3M | -2.1% | +5.9% | -7.9% | -3.0% |
| 6M | +6.2% | +16.9% | -10.7% | +4.1% |
| YTD | +10.3% | -1.1% | +11.4% | +7.6% |
| 1Y | +11.0% | +28.8% | -17.8% | +3.9% |
| All | +11.0% | +27.9% | -17.0% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling