-12.2%
CLF vs NVT
+181.7%
-193.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.5% |
| 7D | +7.6% | +5.1% | +2.5% | +4.8% |
| 30D | -1.2% | -3.7% | +2.5% | +0.5% |
| 3M | -13.4% | -10.1% | -3.2% | -9.7% |
| 6M | +15.4% | +37.5% | -22.0% | -5.8% |
| YTD | -5.9% | +53.7% | -59.6% | -28.5% |
| 1Y | +18.8% | +70.9% | -52.0% | -14.9% |
| All | -12.2% | +181.7% | -193.9% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling