-0.8%
CCL vs NVMI
+261.9%
-262.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.6% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | -17.8% | -8.4% | -9.4% | -15.0% |
| 3M | -18.7% | -33.6% | +14.9% | -5.5% |
| 6M | -11.4% | -14.7% | +3.3% | -9.4% |
| YTD | -24.3% | +13.2% | -37.5% | -33.0% |
| 1Y | -28.8% | +29.0% | -57.8% | -41.7% |
| 3Y | +49.3% | +215.0% | -165.7% | -36.7% |
| All | -0.8% | +261.9% | -262.7% | -60.4% |
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