-40.3%
NOW vs CLF
+27.9%
-68.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +3.2% |
| 7D | -5.6% | +2.3% | -7.9% | -5.5% |
| 30D | -26.8% | +1.9% | -28.7% | -26.8% |
| 3M | -19.4% | +5.9% | -25.3% | -19.2% |
| 6M | +12.3% | +16.9% | -4.6% | +14.5% |
| YTD | -32.9% | -1.1% | -31.9% | -34.3% |
| 1Y | -40.3% | +28.8% | -69.1% | -42.3% |
| All | -40.3% | +27.9% | -68.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling