+1,129.1%
DIA vs CLF
+229.6%
+899.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | -0.2% | +7.6% | -7.8% | -1.2% |
| 30D | -1.5% | -1.2% | -0.3% | -1.5% |
| 3M | +3.8% | -13.4% | +17.1% | +5.0% |
| 6M | +10.3% | +15.4% | -5.2% | +6.8% |
| YTD | +12.1% | -5.9% | +18.0% | +10.8% |
| 1Y | +18.6% | +18.8% | -0.2% | +12.2% |
| 3Y | +60.6% | -19.4% | +80.0% | +53.7% |
| 5Y | +64.4% | -47.7% | +112.1% | +61.2% |
| 10Y | +250.1% | +130.4% | +119.7% | +148.9% |
| All | +1,129.1% | +229.6% | +899.5% | +448.0% |
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