-34.3%
CLF vs NXT
+208.8%
-243.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | +1.0% |
| 7D | +16.0% | -6.0% | +22.0% | +17.4% |
| 30D | +1.6% | +5.4% | -3.8% | -0.4% |
| 3M | +6.7% | -9.7% | +16.4% | +8.0% |
| 6M | +21.1% | -25.3% | +46.5% | +26.8% |
| YTD | -1.6% | +7.5% | -9.0% | -6.3% |
| 1Y | +18.5% | -3.0% | +21.5% | +15.3% |
| 3Y | -21.0% | +171.4% | -192.4% | -43.5% |
| All | -34.3% | +208.8% | -243.1% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling