-23.4%
CLF vs NTAP
+148.4%
-171.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.2% |
| 7D | +10.4% | +7.2% | +3.2% | +7.5% |
| 30D | +0.6% | -18.4% | +18.9% | +8.2% |
| 3M | +4.1% | -11.3% | +15.4% | +8.1% |
| 6M | +15.1% | +53.8% | -38.7% | -6.8% |
| YTD | -4.7% | +72.0% | -76.7% | -27.0% |
| 1Y | +20.4% | +68.0% | -47.7% | -6.9% |
| 3Y | -23.4% | +149.5% | -172.9% | -47.4% |
| All | -23.4% | +148.4% | -171.8% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling