+124.6%
CLF vs NTRS
+259.9%
-135.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.1% |
| 7D | -3.5% | +1.4% | -4.9% | -4.6% |
| 30D | -1.6% | -0.7% | -0.9% | -0.9% |
| 3M | -12.0% | +11.3% | -23.4% | -19.7% |
| 6M | +30.0% | +35.5% | -5.6% | +0.1% |
| YTD | -9.2% | +40.6% | -49.8% | -32.9% |
| 1Y | +2.3% | +49.2% | -46.9% | -27.7% |
| 3Y | -14.4% | +167.2% | -181.6% | -64.2% |
| 5Y | -48.3% | +94.9% | -143.3% | -72.6% |
| All | +124.6% | +259.9% | -135.3% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling