-41.8%
CLF vs NOC
+65.6%
-107.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.3% |
| 7D | +10.4% | +4.8% | +5.5% | +9.0% |
| 30D | +0.6% | +11.0% | -10.5% | -2.6% |
| 3M | +4.1% | -3.8% | +7.9% | +5.0% |
| 6M | +15.1% | +0.6% | +14.5% | +14.4% |
| YTD | -4.7% | -2.3% | -2.5% | -4.6% |
| 1Y | +20.4% | +0.3% | +20.1% | +19.7% |
| 3Y | -23.4% | +24.6% | -48.0% | -29.7% |
| All | -41.8% | +65.6% | -107.4% | -55.8% |
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