+13.6%
CLF vs NIO
-54.3%
+67.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.3% | +1.0% |
| 7D | -19.6% | +5.6% | -25.2% | -20.0% |
| 30D | -5.0% | -4.2% | -0.7% | -4.5% |
| 3M | -6.3% | -26.3% | +20.0% | -3.4% |
| 6M | +2.8% | -42.5% | +45.3% | +9.1% |
| YTD | -13.7% | -33.5% | +19.8% | -8.7% |
| 1Y | +13.6% | -52.7% | +66.2% | +26.2% |
| All | +13.6% | -54.3% | +67.8% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling