+2.3%
CLF vs NTRS
+51.4%
-49.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.1% |
| 7D | -3.5% | +1.4% | -4.9% | -4.5% |
| 30D | -1.6% | -0.7% | -0.9% | -1.0% |
| 3M | -12.0% | +11.3% | -23.4% | -18.9% |
| 6M | +30.0% | +35.5% | -5.6% | +1.6% |
| YTD | -9.2% | +40.6% | -49.8% | -34.7% |
| 1Y | +2.3% | +49.2% | -46.9% | -33.5% |
| All | +2.3% | +51.4% | -49.1% | -33.5% |
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