-20.1%
NVDL vs CLF
+12.5%
-32.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.2% | +3.1% | -3.3% |
| 7D | -14.0% | -7.9% | -6.1% | -11.8% |
| 30D | -31.2% | +5.2% | -36.4% | -32.5% |
| 3M | -15.5% | +4.3% | -19.8% | -17.3% |
| 6M | -10.3% | +25.3% | -35.5% | -17.7% |
| YTD | -5.8% | -3.3% | -2.5% | -13.2% |
| 1Y | -20.1% | +20.2% | -40.3% | -32.9% |
| All | -20.1% | +12.5% | -32.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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