+696.9%
CLF vs NSC
+5,745.4%
-5,048.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +7.6% | -5.5% | +13.1% | +11.6% |
| 30D | -1.2% | -3.2% | +2.0% | +0.8% |
| 3M | -13.4% | +7.7% | -21.0% | -17.6% |
| 6M | +15.4% | +4.5% | +10.9% | +11.4% |
| YTD | -5.9% | +15.6% | -21.4% | -14.9% |
| 1Y | +18.8% | +19.8% | -1.0% | +4.8% |
| 3Y | -19.4% | +70.1% | -89.5% | -43.8% |
| 5Y | -47.7% | +46.1% | -93.8% | -59.1% |
| 10Y | +130.4% | +328.1% | -197.7% | -2.0% |
| All | +696.9% | +5,745.4% | -5,048.5% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling