+5,967.0%
CF vs NVMI
+13,630.6%
-7,663.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -3.7% |
| 7D | +6.0% | +6.6% | -0.6% | +5.4% |
| 30D | +14.8% | -7.5% | +22.4% | +15.5% |
| 3M | +14.1% | -28.5% | +42.6% | +16.7% |
| 6M | +28.5% | -15.7% | +44.3% | +28.4% |
| YTD | +74.9% | +13.3% | +61.6% | +69.1% |
| 1Y | +61.7% | +48.3% | +13.4% | +51.4% |
| 3Y | +80.3% | +191.2% | -110.9% | +53.2% |
| 5Y | +226.0% | +268.7% | -42.7% | +165.7% |
| 10Y | +569.9% | +3,034.8% | -2,464.9% | +351.6% |
| All | +5,967.0% | +13,630.6% | -7,663.7% | +3,621.1% |
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