+249.2%
CCI vs NVMI
+1,976.9%
-1,727.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -0.3% | +6.9% | -7.2% | -0.9% |
| 30D | +2.1% | -2.8% | +5.0% | +2.3% |
| 3M | -17.8% | -27.3% | +9.5% | -16.0% |
| 6M | -14.2% | -13.7% | -0.5% | -14.3% |
| YTD | -13.3% | +13.8% | -27.2% | -16.1% |
| 1Y | -16.6% | +34.9% | -51.5% | -21.0% |
| 3Y | -10.8% | +213.5% | -224.3% | -25.4% |
| 5Y | -50.3% | +272.5% | -322.8% | -59.8% |
| 10Y | +22.5% | +3,142.4% | -3,119.9% | -23.1% |
| All | +249.2% | +1,976.9% | -1,727.7% | +78.6% |
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