-41.8%
CLF vs NI
+113.9%
-155.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.5% |
| 7D | +10.4% | +4.3% | +6.1% | +8.3% |
| 30D | +0.6% | +12.4% | -11.8% | -5.0% |
| 3M | +4.1% | +10.2% | -6.1% | -0.8% |
| 6M | +15.1% | -0.8% | +15.9% | +15.2% |
| YTD | -4.7% | +13.2% | -18.0% | -11.6% |
| 1Y | +20.4% | +10.1% | +10.3% | +13.4% |
| 3Y | -23.4% | +103.1% | -126.5% | -48.3% |
| All | -41.8% | +113.9% | -155.7% | -61.6% |
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