+99.5%
CFG vs NVMI
+263.1%
-163.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | -1.7% | +3.8% | -5.5% | -2.5% |
| 30D | -4.6% | -7.6% | +3.0% | -3.2% |
| 3M | +7.9% | -28.0% | +35.9% | +14.0% |
| 6M | +19.9% | -15.3% | +35.2% | +20.7% |
| YTD | +21.7% | +11.5% | +10.2% | +14.2% |
| 1Y | +38.4% | +31.6% | +6.8% | +23.9% |
| 3Y | +187.0% | +207.0% | -20.0% | +90.0% |
| 5Y | +99.5% | +262.8% | -163.3% | +26.2% |
| All | +99.5% | +263.1% | -163.6% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling