+370.7%
CLF vs NDAQ
+2,666.5%
-2,295.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.2% |
| 7D | -9.1% | +2.9% | -11.9% | -10.3% |
| 30D | -0.9% | +17.5% | -18.4% | -9.5% |
| 3M | +3.0% | +15.4% | -12.5% | -5.2% |
| 6M | +16.7% | +24.6% | -7.9% | +2.4% |
| YTD | -3.2% | +14.4% | -17.6% | -12.2% |
| 1Y | +24.6% | +26.9% | -2.3% | +7.1% |
| 3Y | -22.3% | +119.8% | -142.1% | -50.0% |
| 5Y | -41.2% | +70.5% | -111.7% | -57.1% |
| 10Y | +83.5% | +475.8% | -392.3% | -27.7% |
| All | +370.7% | +2,666.5% | -2,295.8% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling