+18.8%
CLF vs NI
+1.4%
+17.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +7.6% | +2.0% | +5.6% | +6.8% |
| 30D | -1.2% | -3.5% | +2.4% | +0.1% |
| 3M | -13.4% | -9.1% | -4.3% | -10.2% |
| 6M | +15.4% | -11.8% | +27.3% | +21.1% |
| YTD | -5.9% | +1.1% | -7.0% | -13.3% |
| 1Y | +18.8% | +6.7% | +12.1% | +5.8% |
| All | +18.8% | +1.4% | +17.4% | +5.8% |
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