+11.5%
CLF vs NTAP
+61.9%
-50.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | +6.5% | +3.3% | +3.2% | +5.5% |
| 30D | +0.2% | -0.2% | +0.5% | +0.3% |
| 3M | -3.1% | +11.4% | -14.5% | -6.2% |
| 6M | +25.0% | +88.7% | -63.7% | -3.8% |
| YTD | -7.5% | +78.9% | -86.4% | -26.1% |
| 1Y | +11.5% | +58.8% | -47.3% | -6.4% |
| All | +11.5% | +61.9% | -50.4% | -6.4% |
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