-19.6%
CDE vs NVMI
+1,965.6%
-1,985.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +9.5% | -8.4% | +17.9% | +10.9% |
| 3M | +25.5% | -33.6% | +59.0% | +33.0% |
| 6M | -7.9% | -14.7% | +6.8% | -5.9% |
| YTD | +15.6% | +13.2% | +2.3% | +13.7% |
| 1Y | +34.0% | +29.0% | +5.0% | +29.5% |
| 3Y | +791.9% | +215.0% | +576.9% | +652.6% |
| 5Y | +197.7% | +268.6% | -70.8% | +143.8% |
| 10Y | +55.0% | +3,124.7% | -3,069.7% | +0.3% |
| All | -19.6% | +1,965.6% | -1,985.2% | -58.5% |
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 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