+234.6%
CF vs NVMI
+265.1%
-30.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -0.9% | +11.7% | -12.6% | -1.2% |
| 30D | +18.1% | -4.0% | +22.1% | +18.2% |
| 3M | +23.4% | -25.8% | +49.1% | +24.4% |
| 6M | +17.1% | -8.3% | +25.4% | +15.9% |
| YTD | +76.2% | +14.8% | +61.4% | +70.6% |
| 1Y | +62.3% | +37.9% | +24.4% | +54.0% |
| 3Y | +71.8% | +216.3% | -144.4% | +43.1% |
| 5Y | +234.6% | +277.2% | -42.6% | +157.3% |
| All | +234.6% | +265.1% | -30.5% | +157.3% |
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