-49.3%
CCI vs NVMI
+261.9%
-311.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.4% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +2.2% | -8.4% | +10.6% | +2.2% |
| 3M | -16.9% | -33.6% | +16.7% | -16.8% |
| 6M | -11.5% | -14.7% | +3.1% | -12.1% |
| YTD | -12.8% | +13.2% | -26.1% | -14.3% |
| 1Y | -17.1% | +29.0% | -46.1% | -18.9% |
| 3Y | -9.6% | +215.0% | -224.6% | -23.7% |
| All | -49.3% | +261.9% | -311.2% | -58.3% |
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