+71.6%
CLF vs NVT
+694.8%
-623.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -0.7% |
| 7D | -3.7% | +2.0% | -5.7% | -5.2% |
| 30D | -4.7% | -7.2% | +2.5% | -0.1% |
| 3M | -4.7% | -0.9% | -3.8% | -6.8% |
| 6M | +24.0% | +42.6% | -18.6% | -9.3% |
| YTD | -10.9% | +52.9% | -63.8% | -38.8% |
| 1Y | +4.0% | +64.5% | -60.4% | -32.7% |
| 3Y | -16.9% | +178.0% | -194.9% | -67.8% |
| 5Y | -49.3% | +402.8% | -452.1% | -88.5% |
| All | +71.6% | +694.8% | -623.2% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling