-47.0%
CLF vs NI
+100.2%
-147.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.3% |
| 7D | +6.5% | +2.3% | +4.2% | +5.4% |
| 30D | +0.2% | -1.7% | +1.9% | +0.9% |
| 3M | -3.1% | -8.0% | +4.9% | +0.5% |
| 6M | +25.0% | -8.6% | +33.7% | +29.8% |
| YTD | -7.5% | +2.3% | -9.8% | -9.7% |
| 1Y | +11.5% | +6.9% | +4.6% | +6.5% |
| 3Y | -13.7% | +70.6% | -84.2% | -35.1% |
| 5Y | -47.0% | +96.4% | -143.4% | -59.4% |
| All | -47.0% | +100.2% | -147.2% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling