-47.0%
CLF vs NWSA
+40.6%
-87.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.5% |
| 7D | +6.5% | -2.6% | +9.1% | +8.3% |
| 30D | +0.2% | +4.6% | -4.3% | -2.7% |
| 3M | -3.1% | +10.2% | -13.3% | -10.3% |
| 6M | +25.0% | +21.6% | +3.4% | +7.8% |
| YTD | -7.5% | +14.6% | -22.1% | -17.8% |
| 1Y | +11.5% | +0.4% | +11.2% | +8.6% |
| 3Y | -13.7% | +45.0% | -58.7% | -36.3% |
| 5Y | -47.0% | +41.3% | -88.3% | -63.7% |
| All | -47.0% | +40.6% | -87.6% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling