+5,326.8%
CF vs NVMI
+12,196.7%
-6,869.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.7% |
| 7D | -0.9% | +9.6% | -10.5% | -1.8% |
| 30D | +6.9% | -5.6% | +12.5% | +7.2% |
| 3M | +4.8% | -15.2% | +20.1% | +5.9% |
| 6M | +4.7% | -36.1% | +40.7% | +7.5% |
| YTD | +56.5% | +1.5% | +55.0% | +52.3% |
| 1Y | +48.4% | +8.3% | +40.1% | +43.2% |
| 3Y | +59.1% | +212.6% | -153.5% | +33.7% |
| 5Y | +109.5% | +158.4% | -48.9% | +76.5% |
| 10Y | +487.0% | +2,587.4% | -2,100.5% | +299.4% |
| All | +5,326.8% | +12,196.7% | -6,869.8% | +3,250.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling