+329.7%
CFG vs NVMI
+2,824.2%
-2,494.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 6M | +9.6% | -36.9% | +46.4% | +20.2% |
| YTD | +15.0% | -3.2% | +18.2% | +9.0% |
| 1Y | +29.9% | +7.1% | +22.8% | +18.9% |
| 3Y | +192.1% | +181.5% | +10.6% | +75.6% |
| 5Y | +62.3% | +141.2% | -78.9% | -1.5% |
| 10Y | +219.2% | +2,463.4% | -2,244.2% | -22.5% |
| All | +329.7% | +2,824.2% | -2,494.5% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling