+67.8%
CF vs NVMI
+183.9%
-116.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | 0.0% |
| 7D | +4.8% | +1.5% | +3.3% | +4.8% |
| 30D | +4.7% | -4.1% | +8.8% | +4.7% |
| 3M | +7.4% | -22.8% | +30.2% | +7.0% |
| 6M | +0.6% | -36.9% | +37.5% | +0.2% |
| YTD | +64.1% | -3.2% | +67.3% | +59.8% |
| 1Y | +51.4% | +7.1% | +44.3% | +46.4% |
| 3Y | +67.8% | +181.5% | -113.7% | +40.4% |
| All | +67.8% | +183.9% | -116.1% | +40.4% |
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