+284.3%
CLF vs NVS
+1,297.4%
-1,013.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -9.1% | +2.5% | -11.6% | -10.6% |
| 30D | -0.9% | +13.6% | -14.5% | -9.2% |
| 3M | +3.0% | +4.1% | -1.2% | -1.8% |
| 6M | +16.7% | +11.8% | +4.9% | +6.0% |
| YTD | -3.2% | +22.0% | -25.2% | -17.3% |
| 1Y | +24.6% | +32.3% | -7.6% | +1.0% |
| 3Y | -22.3% | +93.6% | -115.9% | -52.5% |
| 5Y | -41.2% | +136.7% | -177.9% | -68.9% |
| 10Y | +83.5% | +254.6% | -171.1% | -25.6% |
| All | +284.3% | +1,297.4% | -1,013.0% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling