+74.6%
CLF vs NVMI
+2,494.8%
-2,420.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -1.9% |
| 7D | +10.4% | +1.5% | +8.9% | +9.6% |
| 30D | +0.6% | -4.1% | +4.6% | +2.2% |
| 3M | +4.1% | -22.8% | +26.9% | +15.5% |
| 6M | +15.1% | -36.9% | +52.0% | +35.7% |
| YTD | -4.7% | -3.2% | -1.5% | -8.7% |
| 1Y | +20.4% | +7.1% | +13.3% | +9.8% |
| 3Y | -23.4% | +181.5% | -204.9% | -58.7% |
| 5Y | -43.3% | +141.2% | -184.5% | -68.8% |
| All | +74.6% | +2,494.8% | -2,420.1% | -60.7% |
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