+192.6%
CFG vs NVMI
+204.2%
-11.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.1% |
| 7D | -0.8% | +15.3% | -16.1% | -3.2% |
| 30D | +3.1% | +0.1% | +3.1% | +2.9% |
| 3M | -9.7% | -14.0% | +4.3% | -8.0% |
| 6M | +6.7% | -35.2% | +42.0% | +12.5% |
| YTD | +15.2% | +3.7% | +11.5% | +10.0% |
| 1Y | +28.8% | +10.3% | +18.5% | +21.3% |
| All | +192.6% | +204.2% | -11.6% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling