-47.0%
CLF vs NOC
+56.8%
-103.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +6.5% | -2.7% | +9.2% | +7.3% |
| 30D | +0.2% | -8.9% | +9.1% | +3.0% |
| 3M | -3.1% | -3.7% | +0.6% | -2.1% |
| 6M | +25.0% | -30.8% | +55.8% | +39.4% |
| YTD | -7.5% | -7.9% | +0.5% | -5.4% |
| 1Y | +11.5% | -9.4% | +21.0% | +14.7% |
| 3Y | -13.7% | +29.0% | -42.7% | -22.5% |
| 5Y | -47.0% | +56.1% | -103.0% | -58.2% |
| All | -47.0% | +56.8% | -103.7% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling