+8.7%
CLF vs NIO
-43.5%
+52.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.3% | +0.7% |
| 7D | -19.6% | +5.6% | -25.2% | -20.3% |
| 30D | -5.0% | -4.2% | -0.7% | -4.4% |
| 3M | -6.3% | -26.3% | +20.0% | -1.7% |
| 6M | +2.8% | -42.5% | +45.3% | +11.9% |
| YTD | -13.7% | -33.5% | +19.8% | -9.1% |
| 1Y | +13.6% | -52.7% | +66.2% | +26.2% |
| 3Y | -34.0% | -57.5% | +23.5% | -29.7% |
| 5Y | -48.7% | -92.0% | +43.2% | -34.7% |
| All | +8.7% | -43.5% | +52.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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