+1,266.3%
NVDL vs CLF
-22.6%
+1,289.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.7% |
| 7D | -24.8% | +10.4% | -35.2% | -28.1% |
| 30D | -48.0% | +0.6% | -48.6% | -48.4% |
| 3M | -51.5% | +4.1% | -55.7% | -52.8% |
| 6M | -54.9% | +15.1% | -70.0% | -58.8% |
| YTD | -39.2% | -4.7% | -34.5% | -41.7% |
| 1Y | -41.1% | +20.4% | -61.5% | -49.0% |
| 3Y | +262.9% | -23.4% | +286.3% | +230.0% |
| All | +1,266.3% | -22.6% | +1,289.0% | +1,184.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling