+18.8%
CLF vs NVD
-61.9%
+80.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.5% |
| 7D | +7.6% | -11.1% | +18.7% | +4.7% |
| 30D | -1.2% | -13.3% | +12.1% | -3.6% |
| 3M | -13.4% | -19.8% | +6.4% | -15.5% |
| 6M | +15.4% | -48.8% | +64.2% | +2.0% |
| YTD | -5.9% | -49.7% | +43.8% | -16.6% |
| 1Y | +18.8% | -61.4% | +80.2% | +8.9% |
| All | +18.8% | -61.9% | +80.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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