-48.2%
CLF vs NVMI
+274.3%
-322.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -2.7% | +6.9% | -9.6% | -5.3% |
| 30D | -3.2% | -2.8% | -0.4% | -2.3% |
| 3M | -5.0% | -27.3% | +22.4% | +6.1% |
| 6M | +26.6% | -13.7% | +40.3% | +30.1% |
| YTD | -9.0% | +13.8% | -22.8% | -17.0% |
| 1Y | +11.8% | +34.9% | -23.0% | -4.9% |
| 3Y | -15.1% | +213.5% | -228.6% | -51.5% |
| 5Y | -48.2% | +272.5% | -320.7% | -73.9% |
| All | -48.2% | +274.3% | -322.5% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling