+20.2%
CLF vs NI
+9.5%
+10.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.7% | -9.2% |
| 7D | -7.9% | +3.9% | -11.8% | -8.0% |
| 30D | +5.2% | +15.3% | -10.0% | +3.2% |
| 3M | +4.3% | +2.4% | +1.9% | +4.9% |
| 6M | +25.3% | -4.5% | +29.8% | +28.2% |
| YTD | -3.3% | +11.4% | -14.7% | -12.3% |
| 1Y | +20.2% | +8.5% | +11.7% | +12.2% |
| All | +20.2% | +9.5% | +10.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling