+683.5%
CLF vs NTRS
+7,620.4%
-6,936.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.1% |
| 7D | +6.5% | +1.7% | +4.8% | +5.5% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | -3.1% | +9.8% | -12.9% | -8.1% |
| 6M | +25.0% | +34.7% | -9.6% | +4.9% |
| YTD | -7.5% | +37.4% | -44.8% | -23.6% |
| 1Y | +11.5% | +48.2% | -36.6% | -11.5% |
| 3Y | -13.7% | +163.5% | -177.2% | -51.2% |
| 5Y | -47.0% | +88.2% | -135.2% | -64.0% |
| 10Y | +116.3% | +246.8% | -130.5% | +10.9% |
| All | +683.5% | +7,620.4% | -6,936.9% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling