+2,622.7%
NVDL vs CLF
-26.1%
+2,648.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 6M | +31.9% | +26.6% | +5.3% | +16.9% |
| YTD | +21.1% | -9.0% | +30.1% | +19.6% |
| 1Y | +34.0% | +11.8% | +22.2% | +16.9% |
| 3Y | +677.9% | -15.1% | +693.0% | +583.3% |
| All | +2,622.7% | -26.1% | +2,648.8% | +2,534.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling