+124.6%
CLF vs NVMI
+3,158.6%
-3,034.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.2% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -1.6% | -8.4% | +6.8% | +2.1% |
| 3M | -12.0% | -33.6% | +21.5% | +3.2% |
| 6M | +30.0% | -14.7% | +44.6% | +34.5% |
| YTD | -9.2% | +13.2% | -22.4% | -18.1% |
| 1Y | +2.3% | +29.0% | -26.7% | -13.3% |
| 3Y | -14.4% | +215.0% | -229.4% | -55.9% |
| 5Y | -48.3% | +268.6% | -316.9% | -76.7% |
| All | +124.6% | +3,158.6% | -3,034.0% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling