+1,081.8%
DIA vs CLF
+202.2%
+879.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -0.9% | -19.6% | +18.6% | +1.8% |
| 30D | +0.3% | -5.0% | +5.2% | +0.4% |
| 3M | -4.5% | -6.3% | +1.8% | -4.5% |
| 6M | +3.4% | +2.8% | +0.6% | +1.2% |
| YTD | +7.8% | -13.7% | +21.5% | +7.0% |
| 1Y | +10.7% | +13.6% | -2.8% | +5.8% |
| 3Y | +57.5% | -34.0% | +91.5% | +54.0% |
| 5Y | +53.7% | -48.7% | +102.5% | +50.6% |
| 10Y | +247.2% | +113.4% | +133.7% | +148.9% |
| All | +1,081.8% | +202.2% | +879.6% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling