+11.8%
CLF vs NVS
+10.4%
+1.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -2.7% | -15.4% | +12.7% | +1.1% |
| 30D | -3.2% | -12.3% | +9.1% | -0.4% |
| 3M | -5.0% | -7.8% | +2.9% | -3.7% |
| 6M | +26.6% | -13.0% | +39.6% | +29.4% |
| YTD | -9.0% | +2.8% | -11.7% | -9.2% |
| 1Y | +11.8% | +10.6% | +1.2% | +14.8% |
| All | +11.8% | +10.4% | +1.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling