+67.1%
CLF vs NTR
+100.5%
-33.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.9% |
| 7D | +7.6% | +8.1% | -0.5% | +1.5% |
| 30D | -1.2% | +18.8% | -19.9% | -13.5% |
| 3M | -13.4% | +16.2% | -29.6% | -23.1% |
| 6M | +15.4% | +9.8% | +5.7% | +3.3% |
| YTD | -5.9% | +30.9% | -36.7% | -26.7% |
| 1Y | +18.8% | +41.8% | -22.9% | -13.8% |
| 3Y | -19.4% | +35.8% | -55.2% | -41.3% |
| 5Y | -47.7% | +51.0% | -98.8% | -70.0% |
| All | +67.1% | +100.5% | -33.4% | -26.1% |
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 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