+863.2%
CDW vs NVMI
+3,931.4%
-3,068.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -2.5% |
| 7D | +3.2% | +6.6% | -3.4% | +1.3% |
| 30D | +9.3% | -7.5% | +16.8% | +11.2% |
| 3M | +9.8% | -28.5% | +38.3% | +17.7% |
| 6M | +23.3% | -15.7% | +39.1% | +23.4% |
| YTD | +13.7% | +13.3% | +0.3% | +2.3% |
| 1Y | -6.5% | +48.3% | -54.8% | -23.5% |
| 3Y | -25.2% | +191.2% | -216.5% | -55.0% |
| 5Y | -19.5% | +268.7% | -288.2% | -57.2% |
| 10Y | +285.8% | +3,034.8% | -2,749.0% | +4.6% |
| All | +863.2% | +3,931.4% | -3,068.2% | +146.8% |
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