+619.9%
CF vs NVMI
+3,062.9%
-2,443.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | -0.8% | +6.9% | -7.8% | -1.9% |
| 30D | +14.3% | -2.8% | +17.1% | +14.5% |
| 3M | +27.9% | -27.3% | +55.2% | +32.9% |
| 6M | +25.5% | -13.7% | +39.2% | +24.2% |
| YTD | +81.2% | +13.8% | +67.3% | +67.8% |
| 1Y | +66.5% | +34.9% | +31.7% | +47.3% |
| 3Y | +76.7% | +213.5% | -136.9% | +15.9% |
| 5Y | +237.8% | +272.5% | -34.6% | +96.1% |
| 10Y | +619.9% | +3,142.4% | -2,522.6% | +119.0% |
| All | +619.9% | +3,062.9% | -2,443.0% | +119.0% |
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