+80.1%
CLF vs NTAP
+608.6%
-528.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.1% | +2.9% | +4.7% |
| 7D | -14.1% | -5.0% | -9.1% | -11.3% |
| 30D | -5.5% | -25.8% | +20.2% | +10.8% |
| 3M | 0.0% | -6.9% | +6.9% | +2.5% |
| 6M | +11.3% | +50.0% | -38.8% | -16.4% |
| YTD | -7.7% | +66.9% | -74.6% | -35.6% |
| 1Y | +17.5% | +58.3% | -40.7% | -15.4% |
| 3Y | -25.4% | +145.1% | -170.6% | -61.6% |
| 5Y | -46.0% | +114.2% | -160.2% | -70.1% |
| 10Y | +80.1% | +576.6% | -496.5% | -39.3% |
| All | +80.1% | +608.6% | -528.5% | -39.3% |
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