+80.1%
CLF vs NSC
+315.5%
-235.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.1% | +5.3% |
| 7D | -14.1% | -5.4% | -8.7% | -9.5% |
| 30D | -5.5% | +2.9% | -8.5% | -8.4% |
| 3M | 0.0% | -2.2% | +2.2% | +1.2% |
| 6M | +11.3% | +5.3% | +6.0% | +5.1% |
| YTD | -7.7% | +14.8% | -22.4% | -20.0% |
| 1Y | +17.5% | +16.6% | +1.0% | +0.2% |
| 3Y | -25.4% | +78.6% | -104.0% | -58.0% |
| 5Y | -46.0% | +27.2% | -73.1% | -58.0% |
| 10Y | +80.1% | +302.5% | -222.5% | -33.2% |
| All | +80.1% | +315.5% | -235.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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