+306.9%
CLF vs NTAP
+23,420.6%
-23,113.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +7.6% | -0.8% | +8.3% | +7.7% |
| 30D | -1.2% | -0.5% | -0.6% | -1.2% |
| 3M | -13.4% | +4.1% | -17.4% | -14.5% |
| 6M | +15.4% | +88.0% | -72.5% | -1.3% |
| YTD | -5.9% | +75.6% | -81.4% | -18.3% |
| 1Y | +18.8% | +58.9% | -40.1% | +5.4% |
| 3Y | -19.4% | +153.6% | -173.0% | -36.1% |
| 5Y | -47.7% | +127.6% | -175.4% | -57.4% |
| 10Y | +130.4% | +580.4% | -450.0% | +51.7% |
| All | +306.9% | +23,420.6% | -23,113.7% | +89.5% |
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