-42.4%
CLF vs NVTS
-15.6%
-26.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +1.0% |
| 7D | +7.6% | +2.7% | +4.9% | +7.2% |
| 30D | -1.2% | -4.5% | +3.3% | -0.9% |
| 3M | -13.4% | -61.5% | +48.2% | -4.0% |
| 6M | +15.4% | +28.0% | -12.6% | +7.1% |
| YTD | -5.9% | +65.3% | -71.1% | -16.6% |
| 1Y | +18.8% | +113.0% | -94.2% | +1.4% |
| 3Y | -19.4% | +34.7% | -54.1% | -31.9% |
| All | -42.4% | -15.6% | -26.8% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling