-17.5%
CLF vs NSC
+70.9%
-88.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.4% |
| 7D | +7.6% | -5.5% | +13.1% | +12.2% |
| 30D | -1.2% | -3.2% | +2.0% | +1.0% |
| 3M | -13.4% | +7.7% | -21.0% | -18.1% |
| 6M | +15.4% | +4.5% | +10.9% | +10.9% |
| YTD | -5.9% | +15.6% | -21.4% | -16.4% |
| 1Y | +18.8% | +19.8% | -1.0% | +2.4% |
| All | -17.5% | +70.9% | -88.5% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling