+18.8%
CLF vs NVT
+73.8%
-55.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.6% |
| 7D | +7.6% | +5.1% | +2.5% | +5.2% |
| 30D | -1.2% | -3.7% | +2.5% | +0.4% |
| 3M | -13.4% | -10.1% | -3.2% | -9.7% |
| 6M | +15.4% | +37.5% | -22.0% | -5.2% |
| YTD | -5.9% | +53.7% | -59.6% | -29.2% |
| 1Y | +18.8% | +70.9% | -52.0% | -18.3% |
| All | +18.8% | +73.8% | -55.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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