+6,803.5%
CCJ vs NVMI
+1,933.5%
+4,870.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | -3.2% | +3.8% | -7.0% | -3.6% |
| 30D | -1.3% | -7.6% | +6.2% | -0.4% |
| 3M | +2.5% | -28.0% | +30.5% | +6.2% |
| 6M | -18.9% | -15.3% | -3.6% | -17.6% |
| YTD | +6.5% | +11.5% | -5.0% | +4.9% |
| 1Y | +22.8% | +31.6% | -8.8% | +18.6% |
| 3Y | +164.5% | +207.0% | -42.5% | +131.4% |
| 5Y | +303.7% | +262.8% | +40.9% | +246.1% |
| 10Y | +1,064.0% | +3,074.6% | -2,010.6% | +735.6% |
| All | +6,803.5% | +1,933.5% | +4,870.0% | +4,391.8% |
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