-26.2%
CLF vs NWSA
+99.5%
-125.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.7% | +6.3% | +6.5% |
| 7D | -14.1% | -10.5% | -3.6% | -7.4% |
| 30D | -5.5% | -8.8% | +3.2% | -0.1% |
| 3M | 0.0% | -6.5% | +6.5% | +3.2% |
| 6M | +11.3% | -1.3% | +12.6% | +8.7% |
| YTD | -7.7% | +2.5% | -10.2% | -13.6% |
| 1Y | +17.5% | +0.2% | +17.4% | +11.5% |
| 3Y | -25.4% | +27.6% | -53.0% | -41.3% |
| 5Y | -46.0% | +17.0% | -63.0% | -55.8% |
| 10Y | +80.1% | +148.3% | -68.3% | -19.6% |
| All | -26.2% | +99.5% | -125.7% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling