+273.0%
CLF vs NTAP
+21,390.5%
-21,117.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -19.6% | -15.1% | -4.5% | -16.4% |
| 30D | -5.0% | -28.1% | +23.1% | +2.4% |
| 3M | -6.3% | -11.4% | +5.1% | -4.0% |
| 6M | +2.8% | +52.2% | -49.4% | -7.9% |
| YTD | -13.7% | +60.4% | -74.1% | -23.7% |
| 1Y | +13.6% | +51.0% | -37.4% | +1.8% |
| 3Y | -34.0% | +135.6% | -169.5% | -46.9% |
| 5Y | -48.7% | +107.5% | -156.3% | -57.5% |
| 10Y | +113.4% | +608.6% | -495.2% | +39.8% |
| All | +273.0% | +21,390.5% | -21,117.5% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling