+63.4%
CFG vs NVMI
+165.8%
-102.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.1% |
| 7D | -0.8% | +15.3% | -16.1% | -3.9% |
| 30D | +3.1% | +0.1% | +3.1% | +2.8% |
| 3M | -9.7% | -14.0% | +4.3% | -7.5% |
| 6M | +6.7% | -35.2% | +42.0% | +14.0% |
| YTD | +15.2% | +3.7% | +11.5% | +8.8% |
| 1Y | +28.8% | +10.3% | +18.5% | +19.5% |
| 3Y | +190.1% | +204.8% | -14.7% | +86.4% |
| 5Y | +63.4% | +158.9% | -95.5% | +3.4% |
| All | +63.4% | +165.8% | -102.4% | +3.4% |
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