+216.1%
CLF vs NRG
+1,589.2%
-1,373.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | -1.9% |
| 7D | +7.6% | +7.1% | +0.5% | +3.3% |
| 30D | -1.2% | -1.4% | +0.2% | -1.1% |
| 3M | -13.4% | -10.5% | -2.9% | -11.2% |
| 6M | +15.4% | -26.7% | +42.2% | +31.2% |
| YTD | -5.9% | -24.5% | +18.7% | +3.6% |
| 1Y | +18.8% | -18.6% | +37.4% | +24.8% |
| 3Y | -19.4% | +227.1% | -246.6% | -68.7% |
| 5Y | -47.7% | +198.8% | -246.5% | -79.7% |
| 10Y | +130.4% | +1,122.3% | -991.9% | -71.9% |
| All | +216.1% | +1,589.2% | -1,373.1% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling