+309.0%
CFG vs NVMI
+3,158.6%
-2,849.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -4.6% | -8.4% | +3.8% | -2.5% |
| 3M | +6.7% | -33.6% | +40.2% | +17.5% |
| 6M | +22.1% | -14.7% | +36.8% | +23.2% |
| YTD | +23.2% | +13.2% | +10.0% | +13.1% |
| 1Y | +40.3% | +29.0% | +11.2% | +22.4% |
| 3Y | +187.9% | +215.0% | -27.1% | +70.7% |
| 5Y | +102.0% | +268.6% | -166.6% | +7.0% |
| All | +309.0% | +3,158.6% | -2,849.6% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling