+696.9%
CLF vs NYT
+763.5%
-66.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | -1.3% | +8.9% | +8.1% |
| 30D | -1.2% | +2.7% | -3.9% | -2.3% |
| 3M | -13.4% | -10.3% | -3.1% | -10.7% |
| 6M | +15.4% | -16.6% | +32.0% | +22.1% |
| YTD | -5.9% | -2.3% | -3.6% | -7.4% |
| 1Y | +18.8% | +15.0% | +3.8% | +8.7% |
| 3Y | -19.4% | +57.1% | -76.5% | -36.6% |
| 5Y | -47.7% | +37.2% | -84.9% | -57.5% |
| 10Y | +130.4% | +464.3% | -334.0% | +3.6% |
| All | +696.9% | +763.5% | -66.6% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling