+24.7%
CLF vs NIO
-46.0%
+70.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +2.3% | -1.8% | +4.2% | +2.6% |
| 30D | +1.9% | -6.6% | +8.6% | +3.0% |
| 3M | +5.9% | -29.9% | +35.8% | +11.9% |
| 6M | +16.9% | -46.6% | +63.5% | +28.7% |
| YTD | -1.1% | -36.5% | +35.4% | +4.9% |
| 1Y | +28.8% | -51.1% | +80.0% | +42.3% |
| 3Y | -20.6% | -55.2% | +34.6% | -16.2% |
| 5Y | -41.5% | -92.3% | +50.8% | -25.0% |
| All | +24.7% | -46.0% | +70.7% | +13.4% |
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