-48.2%
CLF vs NTR
+55.5%
-103.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -2.7% | +0.5% | -3.2% | -3.0% |
| 30D | -3.2% | +21.7% | -24.9% | -13.6% |
| 3M | -5.0% | +22.8% | -27.7% | -15.7% |
| 6M | +26.6% | +8.2% | +18.4% | +17.9% |
| YTD | -9.0% | +32.9% | -41.9% | -25.5% |
| 1Y | +11.8% | +45.3% | -33.5% | -13.7% |
| 3Y | -15.1% | +41.7% | -56.8% | -34.9% |
| 5Y | -48.2% | +49.8% | -98.0% | -68.8% |
| All | -48.2% | +55.5% | -103.7% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling