+2,891.8%
CB vs NVMI
+1,720.2%
+1,171.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.6% |
| 7D | 0.0% | +16.9% | -16.9% | -1.0% |
| 30D | +7.4% | -4.3% | +11.7% | +7.5% |
| 3M | +8.6% | -19.3% | +27.9% | +9.7% |
| 6M | +16.1% | -33.6% | +49.7% | +18.0% |
| YTD | +20.2% | -0.2% | +20.4% | +18.3% |
| 1Y | +27.2% | +5.1% | +22.1% | +24.6% |
| 3Y | +72.7% | +193.2% | -120.5% | +54.1% |
| 5Y | +105.9% | +148.6% | -42.7% | +83.9% |
| 10Y | +248.1% | +2,542.3% | -2,294.2% | +161.8% |
| All | +2,891.8% | +1,720.2% | +1,171.6% | +1,719.5% |
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