-13.0%
CLF vs NVDX
+357.5%
-370.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.5% |
| 7D | +10.4% | -24.7% | +35.1% | +15.6% |
| 30D | +0.6% | -48.2% | +48.7% | +12.7% |
| 3M | +4.1% | -51.9% | +56.0% | +17.6% |
| 6M | +15.1% | -55.6% | +70.8% | +30.2% |
| YTD | -4.7% | -41.5% | +36.8% | +1.7% |
| 1Y | +20.4% | -44.0% | +64.4% | +28.9% |
| 3Y | -23.4% | +262.2% | -285.6% | -31.6% |
| All | -13.0% | +357.5% | -370.5% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling