-47.8%
CLF vs NSC
+46.2%
-94.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.4% |
| 7D | +7.6% | -5.5% | +13.1% | +12.8% |
| 30D | -1.2% | -3.2% | +2.0% | +1.3% |
| 3M | -13.4% | +7.7% | -21.0% | -18.9% |
| 6M | +15.4% | +4.5% | +10.9% | +10.0% |
| YTD | -5.9% | +15.6% | -21.4% | -17.9% |
| 1Y | +18.8% | +19.8% | -1.0% | +0.2% |
| 3Y | -19.4% | +70.1% | -89.5% | -51.4% |
| All | -47.8% | +46.2% | -94.0% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling