+604.3%
CEG vs NVMI
+177.7%
+426.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | +2.3% | -8.4% | +10.7% | +5.3% |
| 3M | +15.6% | -33.6% | +49.2% | +31.0% |
| 6M | -5.0% | -14.7% | +9.7% | -3.0% |
| YTD | -19.0% | +13.2% | -32.3% | -26.2% |
| 1Y | -10.0% | +29.0% | -39.0% | -21.8% |
| 3Y | +163.9% | +215.0% | -51.0% | +76.6% |
| All | +604.3% | +177.7% | +426.6% | +336.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling