+20.2%
CLF vs NTAP
+66.6%
-46.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.6% | -8.8% |
| 7D | -7.9% | -16.1% | +8.2% | -3.9% |
| 30D | +5.2% | -15.9% | +21.2% | +9.7% |
| 3M | +4.3% | -1.2% | +5.5% | +4.0% |
| 6M | +25.3% | +70.1% | -44.8% | +1.0% |
| YTD | -3.3% | +77.9% | -81.3% | -22.2% |
| 1Y | +20.2% | +68.1% | -47.9% | +0.6% |
| All | +20.2% | +66.6% | -46.4% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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