-43.3%
CLF vs NVTS
-14.2%
-29.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +6.5% | +9.7% | -3.2% | +5.3% |
| 30D | +0.2% | -13.6% | +13.9% | +1.9% |
| 3M | -3.1% | -51.0% | +47.9% | +4.4% |
| 6M | +25.0% | +46.3% | -21.3% | +14.1% |
| YTD | -7.5% | +68.1% | -75.5% | -18.2% |
| 1Y | +11.5% | +113.9% | -102.4% | -4.9% |
| 3Y | -13.7% | +45.3% | -59.0% | -28.1% |
| All | -43.3% | -14.2% | -29.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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