-47.8%
CLF vs NDAQ
+55.8%
-103.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +2.9% |
| 7D | +7.6% | -2.4% | +10.0% | +8.9% |
| 30D | -1.2% | +2.5% | -3.6% | -2.8% |
| 3M | -13.4% | +9.9% | -23.3% | -18.8% |
| 6M | +15.4% | +9.4% | +6.0% | +7.6% |
| YTD | -5.9% | +0.4% | -6.3% | -8.2% |
| 1Y | +18.8% | +4.0% | +14.8% | +12.6% |
| 3Y | -19.4% | +94.4% | -113.8% | -51.0% |
| All | -47.8% | +55.8% | -103.6% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling