-12.6%
CLF vs NVD
-98.7%
+86.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.8% | +8.0% | +1.1% |
| 7D | +2.3% | +27.3% | -25.0% | +7.9% |
| 30D | +1.9% | +59.9% | -58.0% | +12.8% |
| 3M | +5.9% | +39.4% | -33.5% | +15.4% |
| 6M | +16.9% | +27.6% | -10.7% | +27.6% |
| YTD | -1.1% | -17.9% | +16.8% | +2.1% |
| 1Y | +28.8% | -14.5% | +43.3% | +34.6% |
| 3Y | -20.6% | -98.6% | +77.9% | -42.8% |
| All | -12.6% | -98.7% | +86.1% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling