+124.6%
CLF vs NRG
+1,083.9%
-959.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | -3.5% | -4.7% | +1.2% | -1.7% |
| 30D | -1.6% | -6.0% | +4.4% | +0.4% |
| 3M | -12.0% | -8.0% | -4.1% | -11.6% |
| 6M | +30.0% | -23.2% | +53.1% | +39.4% |
| YTD | -9.2% | -28.1% | +18.9% | -0.7% |
| 1Y | +2.3% | -27.3% | +29.6% | +11.7% |
| 3Y | -14.4% | +208.7% | -223.1% | -52.6% |
| 5Y | -48.3% | +197.7% | -246.0% | -71.8% |
| All | +124.6% | +1,083.9% | -959.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling