-15.5%
CLF vs NVDX
+833.4%
-848.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.0% |
| 7D | +6.5% | +7.3% | -0.8% | +5.2% |
| 30D | +0.2% | -0.9% | +1.2% | 0.0% |
| 3M | -3.1% | +8.4% | -11.5% | -5.5% |
| 6M | +25.0% | +38.2% | -13.1% | +16.1% |
| YTD | -7.5% | +19.3% | -26.7% | -12.5% |
| 1Y | +11.5% | +33.3% | -21.7% | +3.2% |
| All | -15.5% | +833.4% | -848.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 3y: compounded portfolio wealth divided by compounded NVDX 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…
3y analysis · Full analysis span regression · 6 months rolling