-47.0%
CLF vs NVT
+425.5%
-472.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -4.1% |
| 7D | +6.5% | +10.4% | -3.9% | +0.5% |
| 30D | +0.2% | -1.3% | +1.5% | +0.6% |
| 3M | -3.1% | -0.6% | -2.5% | -4.7% |
| 6M | +25.0% | +53.8% | -28.7% | -7.3% |
| YTD | -7.5% | +60.2% | -67.6% | -33.7% |
| 1Y | +11.5% | +76.8% | -65.3% | -25.0% |
| 3Y | -13.7% | +191.2% | -204.9% | -62.1% |
| 5Y | -47.0% | +430.9% | -477.9% | -85.4% |
| All | -47.0% | +425.5% | -472.5% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling