-43.5%
CLF vs NVTS
-31.5%
-12.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +11.3% | -4.3% | +5.6% |
| 7D | -14.1% | +20.8% | -34.9% | -16.2% |
| 30D | -5.5% | -11.1% | +5.6% | -4.5% |
| 3M | 0.0% | -31.0% | +31.0% | +3.9% |
| 6M | +11.3% | -47.4% | +58.6% | +16.5% |
| YTD | -7.7% | +34.2% | -41.9% | -16.6% |
| 1Y | +17.5% | +22.2% | -4.6% | +6.8% |
| 3Y | -25.4% | +68.4% | -93.8% | -41.3% |
| 5Y | -46.0% | -39.0% | -6.9% | -57.5% |
| All | -43.5% | -31.5% | -12.0% | -50.5% |
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