-49.3%
CLF vs NRG
+183.6%
-233.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -1.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -4.7% | -6.8% | +2.1% | -2.8% |
| 3M | -4.7% | -7.1% | +2.5% | -4.8% |
| 6M | +24.0% | -27.6% | +51.6% | +34.9% |
| YTD | -10.9% | -29.2% | +18.3% | -2.9% |
| 1Y | +4.0% | -29.9% | +33.9% | +14.2% |
| 3Y | -16.9% | +198.7% | -215.6% | -50.6% |
| 5Y | -49.3% | +192.9% | -242.2% | -67.8% |
| All | -49.3% | +183.6% | -233.0% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling