-23.4%
CLF vs NOC
+24.7%
-48.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.3% |
| 7D | +10.4% | +4.8% | +5.5% | +9.3% |
| 30D | +0.6% | +11.0% | -10.5% | -1.9% |
| 3M | +4.1% | -3.8% | +7.9% | +5.2% |
| 6M | +15.1% | +0.6% | +14.5% | +14.6% |
| YTD | -4.7% | -2.3% | -2.5% | -3.9% |
| 1Y | +20.4% | +0.3% | +20.1% | +20.9% |
| 3Y | -23.4% | +24.6% | -48.0% | -29.7% |
| All | -23.4% | +24.7% | -48.1% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling