+80.4%
CLF vs NOC
+159.4%
-79.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +16.0% | +4.5% | +11.4% | +14.0% |
| 30D | +1.6% | +14.1% | -12.4% | -3.9% |
| 3M | +6.7% | -4.5% | +11.1% | +8.0% |
| 6M | +21.1% | -0.8% | +21.9% | +20.7% |
| YTD | -1.6% | -2.5% | +0.9% | -1.7% |
| 1Y | +18.5% | -0.1% | +18.6% | +17.1% |
| 3Y | -21.0% | +24.6% | -45.6% | -30.8% |
| 5Y | -41.4% | +65.6% | -107.0% | -56.8% |
| All | +80.4% | +159.4% | -79.0% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling