+2,494.8%
NVDL vs CLF
-27.6%
+2,522.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -3.8% |
| 7D | -8.7% | -3.7% | -5.0% | -7.3% |
| 30D | -1.3% | -4.7% | +3.4% | +0.6% |
| 3M | +11.4% | -4.7% | +16.0% | +11.8% |
| 6M | +22.9% | +24.0% | -1.1% | +9.9% |
| YTD | +15.4% | -10.9% | +26.3% | +15.0% |
| 1Y | +18.8% | +4.0% | +14.7% | +6.8% |
| 3Y | +641.4% | -16.9% | +658.3% | +557.0% |
| All | +2,494.8% | -27.6% | +2,522.4% | +2,432.7% |
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