+2,870.5%
CB vs NVMI
+1,709.4%
+1,161.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +1.7% |
| 7D | +0.7% | +7.6% | -6.9% | +0.2% |
| 30D | +8.2% | -7.7% | +15.9% | +8.5% |
| 3M | +6.3% | -15.4% | +21.7% | +7.0% |
| 6M | +16.2% | -37.5% | +53.7% | +18.5% |
| YTD | +19.3% | -0.8% | +20.2% | +17.5% |
| 1Y | +29.2% | +2.4% | +26.8% | +26.8% |
| 3Y | +71.4% | +191.5% | -120.0% | +53.1% |
| 5Y | +104.2% | +156.3% | -52.1% | +82.0% |
| 10Y | +246.7% | +2,539.4% | -2,292.7% | +160.7% |
| All | +2,870.5% | +1,709.4% | +1,161.0% | +1,707.4% |
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