+16.9%
CLF vs NVD
+21.3%
-4.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.8% | +8.0% | +0.9% |
| 7D | +2.3% | +27.3% | -25.0% | +9.5% |
| 30D | +1.9% | +59.9% | -58.0% | +14.6% |
| 3M | +5.9% | +39.4% | -33.5% | +17.6% |
| 6M | +16.9% | +27.6% | -10.7% | +30.2% |
| All | +16.9% | +21.3% | -4.4% | +30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling