+80.1%
CLF vs NDAQ
+484.3%
-404.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.7% | +6.2% |
| 7D | -14.1% | -0.1% | -14.0% | -14.0% |
| 30D | -5.5% | +15.9% | -21.4% | -14.8% |
| 3M | 0.0% | +15.1% | -15.1% | -9.6% |
| 6M | +11.3% | +22.9% | -11.6% | -4.8% |
| YTD | -7.7% | +12.8% | -20.5% | -17.6% |
| 1Y | +17.5% | +26.0% | -8.5% | -3.0% |
| 3Y | -25.4% | +119.7% | -145.1% | -59.0% |
| 5Y | -46.0% | +65.4% | -111.4% | -64.4% |
| 10Y | +80.1% | +469.3% | -389.2% | -45.6% |
| All | +80.1% | +484.3% | -404.2% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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