+696.9%
CLF vs NOC
+16,458.4%
-15,761.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.8% |
| 7D | +7.6% | -5.2% | +12.8% | +9.9% |
| 30D | -1.2% | -7.2% | +6.0% | +1.6% |
| 3M | -13.4% | -5.1% | -8.3% | -11.6% |
| 6M | +15.4% | -31.1% | +46.5% | +33.9% |
| YTD | -5.9% | -8.6% | +2.7% | -3.0% |
| 1Y | +18.8% | -9.7% | +28.5% | +23.2% |
| 3Y | -19.4% | +24.3% | -43.7% | -29.3% |
| 5Y | -47.7% | +52.6% | -100.4% | -58.8% |
| 10Y | +130.4% | +183.6% | -53.2% | +37.2% |
| All | +696.9% | +16,458.4% | -15,761.5% | +87.9% |
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