+74.6%
CLF vs NRG
+971.7%
-897.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +10.4% | +10.0% | +0.4% | +6.4% |
| 30D | +0.6% | -3.2% | +3.8% | +1.4% |
| 3M | +4.1% | -18.5% | +22.6% | +11.4% |
| 6M | +15.1% | -25.3% | +40.4% | +24.7% |
| YTD | -4.7% | -38.1% | +33.4% | +9.7% |
| 1Y | +20.4% | -40.7% | +61.1% | +40.9% |
| 3Y | -23.4% | +121.8% | -145.1% | -51.6% |
| 5Y | -43.3% | +209.2% | -252.5% | -69.9% |
| All | +74.6% | +971.7% | -897.1% | -11.4% |
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