+34.8%
CF vs NVMI
-11.6%
+46.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.8% |
| 7D | -6.9% | -11.8% | +4.9% | -8.6% |
| 30D | -3.7% | -24.8% | +21.1% | -7.7% |
| 3M | -5.0% | -28.6% | +23.6% | -9.2% |
| 6M | -10.5% | -40.0% | +29.5% | -14.6% |
| YTD | +46.5% | -10.1% | +56.6% | +39.9% |
| 1Y | +34.8% | -9.8% | +44.6% | +28.7% |
| All | +34.8% | -11.6% | +46.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling