+124.6%
CLF vs NYT
+489.9%
-365.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.7% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -1.6% | +4.6% | -6.1% | -3.6% |
| 3M | -12.0% | -9.6% | -2.5% | -9.5% |
| 6M | +30.0% | -14.0% | +44.0% | +36.3% |
| YTD | -9.2% | -2.8% | -6.3% | -11.0% |
| 1Y | +2.3% | +15.6% | -13.3% | -8.7% |
| 3Y | -14.4% | +56.3% | -70.7% | -36.7% |
| 5Y | -48.3% | +39.5% | -87.8% | -61.0% |
| All | +124.6% | +489.9% | -365.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling