+18.8%
CLF vs NXT
-3.7%
+22.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | -14.1% | +15.1% | -29.2% | -17.0% |
| 30D | -5.5% | +21.8% | -27.4% | -10.4% |
| 3M | 0.0% | +1.6% | -1.6% | -1.0% |
| 6M | +11.3% | -16.7% | +27.9% | +14.7% |
| YTD | -7.7% | +20.4% | -28.1% | -13.1% |
| All | +18.8% | -3.7% | +22.5% | +14.4% |
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 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