-41.8%
CLF vs NIO
-93.2%
+51.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.3% |
| 7D | +10.4% | -14.5% | +24.8% | +13.7% |
| 30D | +0.6% | -15.0% | +15.5% | +3.6% |
| 3M | +4.1% | -35.6% | +39.7% | +13.0% |
| 6M | +15.1% | -55.7% | +70.8% | +33.8% |
| YTD | -4.7% | -43.1% | +38.4% | +4.3% |
| 1Y | +20.4% | -53.5% | +73.9% | +36.8% |
| 3Y | -23.4% | -59.8% | +36.5% | -16.6% |
| All | -41.8% | -93.2% | +51.4% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling