+87.5%
CLF vs NTAP
+597.8%
-510.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | -0.1% |
| 7D | +2.3% | -2.4% | +4.8% | +4.1% |
| 30D | +1.9% | -23.4% | +25.4% | +17.5% |
| 3M | +5.9% | -7.5% | +13.4% | +9.0% |
| 6M | +16.9% | +56.4% | -39.5% | -14.2% |
| YTD | -1.1% | +73.6% | -74.7% | -32.5% |
| 1Y | +28.8% | +68.4% | -39.6% | -10.5% |
| 3Y | -20.6% | +150.6% | -171.2% | -59.6% |
| 5Y | -41.5% | +122.5% | -164.0% | -68.3% |
| 10Y | +87.5% | +589.7% | -502.2% | -39.6% |
| All | +87.5% | +597.8% | -510.2% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling