+688.3%
NVDL vs CLF
-16.3%
+704.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -0.8% | -2.7% | +1.8% | +0.2% |
| 30D | +3.4% | -3.2% | +6.6% | +4.7% |
| 3M | +8.1% | -5.0% | +13.1% | +8.8% |
| 6M | +31.9% | +26.6% | +5.3% | +17.0% |
| YTD | +21.1% | -9.0% | +30.1% | +19.5% |
| 1Y | +34.0% | +11.8% | +22.2% | +16.5% |
| All | +688.3% | -16.3% | +704.6% | +561.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling