+20.2%
CLF vs NOC
-7.1%
+27.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.5% | -4.7% | -8.0% |
| 7D | -7.9% | -5.0% | -2.9% | -6.6% |
| 30D | +5.2% | +10.3% | -5.1% | +1.6% |
| 3M | +4.3% | -4.3% | +8.6% | +5.7% |
| 6M | +25.3% | -6.5% | +31.8% | +27.6% |
| YTD | -3.3% | -6.7% | +3.4% | -1.4% |
| 1Y | +20.2% | -7.5% | +27.7% | +22.5% |
| All | +20.2% | -7.1% | +27.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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