+630.6%
CLF vs NOC
+16,780.9%
-16,150.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -19.6% | -5.8% | -13.7% | -17.5% |
| 30D | -5.0% | +10.9% | -15.9% | -9.4% |
| 3M | -6.3% | -7.1% | +0.8% | -4.3% |
| 6M | +2.8% | -5.3% | +8.1% | +4.2% |
| YTD | -13.7% | -6.8% | -6.9% | -12.4% |
| 1Y | +13.6% | -6.7% | +20.3% | +15.2% |
| 3Y | -34.0% | +17.2% | -51.2% | -40.6% |
| 5Y | -48.7% | +56.3% | -105.0% | -60.2% |
| 10Y | +113.4% | +173.7% | -60.3% | +27.9% |
| All | +630.6% | +16,780.9% | -16,150.3% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling