+737.7%
CLF vs NI
+5,653.1%
-4,915.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | +2.3% | +0.6% | +1.8% | +2.2% |
| 30D | +1.9% | +11.2% | -9.3% | -4.2% |
| 3M | +5.9% | +9.2% | -3.3% | +0.4% |
| 6M | +16.9% | -1.8% | +18.7% | +17.2% |
| YTD | -1.1% | +12.0% | -13.1% | -8.4% |
| 1Y | +28.8% | +6.4% | +22.4% | +22.8% |
| 3Y | -20.6% | +99.4% | -120.0% | -47.8% |
| 5Y | -41.5% | +113.1% | -154.6% | -63.5% |
| 10Y | +87.5% | +192.3% | -104.8% | -9.9% |
| All | +737.7% | +5,653.1% | -4,915.5% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling