+6.8%
NOW vs CLF
-47.7%
+54.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.2% |
| 7D | -2.4% | +7.6% | -10.0% | -3.6% |
| 30D | +20.5% | -1.2% | +21.7% | +20.4% |
| 3M | +18.3% | -13.4% | +31.7% | +20.1% |
| 6M | +24.1% | +15.4% | +8.6% | +19.1% |
| YTD | -7.8% | -5.9% | -1.9% | -9.6% |
| 1Y | -21.4% | +18.8% | -40.2% | -28.2% |
| 3Y | +19.5% | -19.4% | +38.9% | +11.2% |
| All | +6.8% | -47.7% | +54.6% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling