+607.3%
CEG vs NVMI
+173.4%
+433.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.0% |
| 7D | +0.3% | +3.8% | -3.5% | -0.9% |
| 30D | +2.9% | -7.6% | +10.4% | +5.6% |
| 3M | +18.2% | -28.0% | +46.2% | +29.9% |
| 6M | -9.5% | -15.3% | +5.8% | -7.4% |
| YTD | -18.7% | +11.5% | -30.2% | -25.5% |
| 1Y | -10.1% | +31.6% | -41.7% | -22.5% |
| 3Y | +168.3% | +207.0% | -38.6% | +80.9% |
| All | +607.3% | +173.4% | +433.9% | +341.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling