+69.1%
CLF vs NTR
+81.1%
-12.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | -0.3% | +10.7% | +10.7% |
| 30D | +0.6% | +2.0% | -1.4% | -1.6% |
| 3M | +4.1% | +6.4% | -2.3% | -2.1% |
| 6M | +15.1% | +1.6% | +13.5% | +11.4% |
| YTD | -4.7% | +18.2% | -23.0% | -20.9% |
| 1Y | +20.4% | +23.9% | -3.6% | -4.3% |
| 3Y | -23.4% | +44.7% | -68.0% | -47.6% |
| 5Y | -43.3% | +21.3% | -64.6% | -60.9% |
| All | +69.1% | +81.1% | -12.0% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling