+5,467.0%
CF vs NVMI
+11,918.5%
-6,451.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.8% | +2.8% |
| 7D | +4.8% | +7.6% | -2.8% | +4.0% |
| 30D | +9.7% | -7.7% | +17.4% | +10.2% |
| 3M | +1.2% | -15.4% | +16.6% | +2.3% |
| 6M | +7.4% | -37.5% | +44.9% | +10.5% |
| YTD | +60.5% | -0.8% | +61.3% | +56.5% |
| 1Y | +50.7% | +2.4% | +48.4% | +46.3% |
| 3Y | +64.8% | +191.5% | -126.7% | +39.4% |
| 5Y | +115.8% | +156.3% | -40.5% | +81.9% |
| 10Y | +481.0% | +2,539.4% | -2,058.4% | +296.0% |
| All | +5,467.0% | +11,918.5% | -6,451.5% | +3,343.7% |
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 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