+18.8%
CLF vs NVMI
+53.9%
-35.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | -0.4% |
| 7D | +7.6% | +6.6% | +1.0% | +4.8% |
| 30D | -1.2% | -7.5% | +6.3% | +1.7% |
| 3M | -13.4% | -28.5% | +15.1% | -2.8% |
| 6M | +15.4% | -15.7% | +31.2% | +18.4% |
| YTD | -5.9% | +13.3% | -19.2% | -16.8% |
| 1Y | +18.8% | +48.3% | -29.5% | +8.8% |
| All | +18.8% | +53.9% | -35.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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