+208.5%
CFG vs NVMI
+2,494.8%
-2,286.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.4% |
| 7D | +3.2% | +1.5% | +1.7% | +2.7% |
| 30D | +5.1% | -4.1% | +9.2% | +5.8% |
| 3M | -11.2% | -22.8% | +11.5% | -5.8% |
| 6M | +9.6% | -36.9% | +46.4% | +20.0% |
| YTD | +15.0% | -3.2% | +18.2% | +9.1% |
| 1Y | +29.9% | +7.1% | +22.8% | +19.0% |
| 3Y | +192.1% | +181.5% | +10.6% | +76.3% |
| 5Y | +62.3% | +141.2% | -78.9% | -1.1% |
| All | +208.5% | +2,494.8% | -2,286.3% | -13.8% |
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