-31.0%
CLF vs NWSA
+98.2%
-129.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -19.6% | -9.4% | -10.2% | -14.1% |
| 30D | -5.0% | -7.8% | +2.8% | -0.3% |
| 3M | -6.3% | -10.8% | +4.5% | -0.2% |
| 6M | +2.8% | +1.1% | +1.7% | -1.6% |
| YTD | -13.7% | +1.8% | -15.5% | -18.9% |
| 1Y | +13.6% | +6.0% | +7.6% | +3.1% |
| 3Y | -34.0% | +24.6% | -58.6% | -47.2% |
| 5Y | -48.7% | +13.1% | -61.9% | -57.1% |
| 10Y | +113.4% | +148.5% | -35.1% | -4.7% |
| All | -31.0% | +98.2% | -129.2% | -65.8% |
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