+61.2%
CLF vs NTR
+97.9%
-36.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | -3.5% | -1.3% | -2.2% | -2.6% |
| 30D | -1.6% | +16.8% | -18.3% | -12.7% |
| 3M | -12.0% | +20.7% | -32.8% | -24.2% |
| 6M | +30.0% | +0.5% | +29.4% | +25.0% |
| YTD | -9.2% | +29.2% | -38.4% | -28.7% |
| 1Y | +2.3% | +39.6% | -37.3% | -24.9% |
| 3Y | -14.4% | +37.9% | -52.3% | -38.6% |
| 5Y | -48.3% | +47.1% | -95.4% | -69.6% |
| All | +61.2% | +97.9% | -36.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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