+20.2%
CLF vs NTRS
+43.5%
-23.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.1% | -12.3% | -10.7% |
| 7D | -7.9% | +3.6% | -11.5% | -9.6% |
| 30D | +5.2% | +4.3% | +0.9% | +2.9% |
| 3M | +4.3% | -1.9% | +6.3% | +5.7% |
| 6M | +25.3% | +11.4% | +13.8% | +19.0% |
| YTD | -3.3% | +32.3% | -35.6% | -20.5% |
| 1Y | +20.2% | +42.5% | -22.3% | -7.3% |
| All | +20.2% | +43.5% | -23.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling