+472.9%
CLF vs NVMI
+1,995.1%
-1,522.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | +6.5% | +11.7% | -5.2% | +4.6% |
| 30D | +0.2% | -4.0% | +4.3% | +0.8% |
| 3M | -3.1% | -25.8% | +22.7% | +1.1% |
| 6M | +25.0% | -8.3% | +33.3% | +25.8% |
| YTD | -7.5% | +14.8% | -22.3% | -10.1% |
| 1Y | +11.5% | +37.9% | -26.3% | +5.4% |
| 3Y | -13.7% | +216.3% | -230.0% | -28.7% |
| 5Y | -47.0% | +277.2% | -324.2% | -57.5% |
| 10Y | +116.3% | +3,074.3% | -2,958.0% | +37.2% |
| All | +472.9% | +1,995.1% | -1,522.2% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling