+15.1%
CLF vs NRG
-28.6%
+43.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +10.4% | +10.0% | +0.4% | +8.2% |
| 30D | +0.6% | -3.2% | +3.8% | 0.0% |
| 3M | +4.1% | -18.5% | +22.6% | +4.5% |
| 6M | +15.1% | -25.3% | +40.4% | +11.3% |
| All | +15.1% | -28.6% | +43.7% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling