+992.3%
CDW vs NVMI
+3,449.7%
-2,457.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.8% |
| 7D | +9.1% | +16.9% | -7.8% | +4.4% |
| 30D | +13.7% | -4.3% | +18.0% | +14.5% |
| 3M | +27.0% | -19.3% | +46.3% | +33.1% |
| 6M | +75.9% | -33.6% | +109.4% | +88.7% |
| YTD | +28.9% | -0.2% | +29.1% | +19.0% |
| 1Y | +19.6% | +5.1% | +14.6% | +8.3% |
| 3Y | -14.6% | +193.2% | -207.8% | -49.6% |
| 5Y | -3.2% | +148.6% | -151.8% | -41.8% |
| 10Y | +321.3% | +2,542.3% | -2,221.0% | +18.6% |
| All | +992.3% | +3,449.7% | -2,457.5% | +187.0% |
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