-13.7%
CLF vs NTR
+42.0%
-55.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | +6.5% | +3.8% | +2.7% | +4.6% |
| 30D | +0.2% | +25.2% | -25.0% | -10.5% |
| 3M | -3.1% | +21.0% | -24.1% | -12.2% |
| 6M | +25.0% | +7.6% | +17.4% | +17.7% |
| YTD | -7.5% | +32.9% | -40.3% | -23.7% |
| 1Y | +11.5% | +43.1% | -31.5% | -12.6% |
| 3Y | -13.7% | +41.6% | -55.3% | -33.6% |
| All | -13.7% | +42.0% | -55.7% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling