-49.3%
CLF vs NTRS
+88.8%
-138.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -3.1% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -4.7% | +0.2% | -4.8% | -4.8% |
| 3M | -4.7% | +13.2% | -17.9% | -12.6% |
| 6M | +24.0% | +36.9% | -12.9% | -1.3% |
| YTD | -10.9% | +39.1% | -50.0% | -30.5% |
| 1Y | +4.0% | +50.4% | -46.4% | -22.9% |
| 3Y | -16.9% | +166.8% | -183.7% | -59.4% |
| 5Y | -49.3% | +92.9% | -142.2% | -69.6% |
| All | -49.3% | +88.8% | -138.1% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling