-23.4%
CLF vs NVTS
+44.1%
-67.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -2.6% |
| 7D | +10.4% | +3.9% | +6.4% | +9.9% |
| 30D | +0.6% | -4.3% | +4.9% | +0.7% |
| 3M | +4.1% | -34.5% | +38.6% | +7.9% |
| 6M | +15.1% | -57.7% | +72.8% | +22.5% |
| YTD | -4.7% | +25.4% | -30.1% | -11.0% |
| 1Y | +20.4% | +13.1% | +7.2% | +13.4% |
| 3Y | -23.4% | +48.9% | -72.3% | -30.6% |
| All | -23.4% | +44.1% | -67.5% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling