-18.2%
CLF vs NVD
-99.2%
+81.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.0% |
| 7D | +6.5% | -7.7% | +14.2% | +5.1% |
| 30D | +0.2% | -5.8% | +6.0% | -0.1% |
| 3M | -3.1% | -23.2% | +20.1% | -6.0% |
| 6M | +25.0% | -49.7% | +74.8% | +14.8% |
| YTD | -7.5% | -47.7% | +40.2% | -13.6% |
| 1Y | +11.5% | -61.3% | +72.9% | +1.3% |
| 3Y | -13.7% | -99.2% | +85.5% | -45.3% |
| All | -18.2% | -99.2% | +81.0% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling