+134.7%
CEG vs NVMI
+183.9%
-49.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.4% |
| 7D | +12.1% | +1.5% | +10.6% | +11.5% |
| 30D | +0.2% | -4.1% | +4.3% | +1.7% |
| 3M | +0.7% | -22.8% | +23.5% | +11.1% |
| 6M | +2.2% | -36.9% | +39.1% | +18.8% |
| YTD | -20.3% | -3.2% | -17.1% | -25.2% |
| 1Y | -16.1% | +7.1% | -23.2% | -24.8% |
| 3Y | +134.7% | +181.5% | -46.8% | +40.2% |
| All | +134.7% | +183.9% | -49.2% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling