+11.5%
CLF vs NWSA
+2.1%
+9.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | +6.5% | -2.6% | +9.1% | +6.6% |
| 30D | +0.2% | +4.6% | -4.3% | +0.1% |
| 3M | -3.1% | +10.2% | -13.3% | -3.6% |
| 6M | +25.0% | +21.6% | +3.4% | +21.8% |
| YTD | -7.5% | +14.6% | -22.1% | -8.4% |
| 1Y | +11.5% | +0.4% | +11.2% | +12.4% |
| All | +11.5% | +2.1% | +9.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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