-13.7%
CLF vs NI
+71.0%
-84.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.2% |
| 7D | +6.5% | +2.3% | +4.2% | +5.6% |
| 30D | +0.2% | -1.7% | +1.9% | +0.8% |
| 3M | -3.1% | -8.0% | +4.9% | 0.0% |
| 6M | +25.0% | -8.6% | +33.7% | +29.0% |
| YTD | -7.5% | +2.3% | -9.8% | -9.7% |
| 1Y | +11.5% | +6.9% | +4.6% | +6.9% |
| 3Y | -13.7% | +70.6% | -84.2% | -31.2% |
| All | -13.7% | +71.0% | -84.7% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling