+116.3%
CLF vs NTAP
+583.2%
-466.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.7% |
| 7D | +6.5% | +3.3% | +3.2% | +4.5% |
| 30D | +0.2% | -0.2% | +0.5% | 0.0% |
| 3M | -3.1% | +11.4% | -14.5% | -10.1% |
| 6M | +25.0% | +88.7% | -63.7% | -17.8% |
| YTD | -7.5% | +78.9% | -86.4% | -37.4% |
| 1Y | +11.5% | +58.8% | -47.3% | -19.3% |
| 3Y | -13.7% | +153.5% | -167.2% | -56.1% |
| 5Y | -47.0% | +136.7% | -183.7% | -72.2% |
| 10Y | +116.3% | +590.2% | -473.9% | -44.9% |
| All | +116.3% | +583.2% | -466.9% | -44.9% |
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