+18.8%
CLF vs NXT
+26.2%
-7.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | +7.6% | -1.1% | +8.7% | +7.9% |
| 30D | -1.2% | -15.3% | +14.2% | +3.3% |
| 3M | -13.4% | -43.8% | +30.4% | +0.2% |
| 6M | +15.4% | -18.7% | +34.1% | +19.5% |
| YTD | -5.9% | -3.0% | -2.9% | -8.7% |
| 1Y | +18.8% | +22.7% | -3.9% | -3.3% |
| All | +18.8% | +26.2% | -7.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling