+74.7%
CLF vs NTR
+81.1%
-6.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +16.0% | -1.4% | +17.3% | +17.1% |
| 30D | +1.6% | +2.2% | -0.6% | -0.8% |
| 3M | +6.7% | +6.8% | -0.1% | +0.1% |
| 6M | +21.1% | +0.6% | +20.5% | +18.0% |
| YTD | -1.6% | +18.2% | -19.8% | -18.2% |
| 1Y | +18.5% | +21.3% | -2.8% | -4.1% |
| 3Y | -21.0% | +46.6% | -67.7% | -46.6% |
| 5Y | -41.4% | +21.3% | -62.7% | -59.6% |
| All | +74.7% | +81.1% | -6.4% | -17.6% |
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 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