+116.3%
CLF vs NSC
+326.8%
-210.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | +6.5% | -1.5% | +8.0% | +7.9% |
| 30D | +0.2% | -1.9% | +2.2% | +1.7% |
| 3M | -3.1% | +6.2% | -9.3% | -8.4% |
| 6M | +25.0% | +9.2% | +15.8% | +13.8% |
| YTD | -7.5% | +15.0% | -22.5% | -19.6% |
| 1Y | +11.5% | +21.1% | -9.6% | -7.7% |
| 3Y | -13.7% | +78.6% | -92.3% | -51.6% |
| 5Y | -47.0% | +45.9% | -92.9% | -63.7% |
| 10Y | +116.3% | +326.9% | -210.5% | -38.9% |
| All | +116.3% | +326.8% | -210.5% | -38.9% |
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