+18.8%
NVDL vs CLF
+8.7%
+10.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -4.1% |
| 7D | -8.7% | -3.7% | -5.0% | -7.6% |
| 30D | -1.3% | -4.7% | +3.4% | +0.1% |
| 3M | +11.4% | -4.7% | +16.0% | +12.7% |
| 6M | +22.9% | +24.0% | -1.1% | +13.5% |
| YTD | +15.4% | -10.9% | +26.3% | +13.3% |
| 1Y | +18.8% | +4.0% | +14.7% | +7.2% |
| All | +18.8% | +8.7% | +10.0% | +7.2% |
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