-32.5%
CBRS vs NVMI
-28.3%
-4.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.5% | +4.8% | +5.9% |
| 7D | +17.3% | +6.6% | +10.7% | +11.9% |
| 30D | -2.0% | -7.5% | +5.5% | +4.6% |
| 3M | -2.5% | -28.5% | +26.0% | +13.5% |
| All | -32.5% | -28.3% | -4.2% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling