+305.2%
CG vs NVMI
+3,158.6%
-2,853.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.3% |
| 7D | -9.9% | -0.1% | -9.8% | -9.8% |
| 30D | -11.7% | -8.4% | -3.3% | -9.1% |
| 3M | -4.3% | -33.6% | +29.3% | +8.9% |
| 6M | -8.8% | -14.7% | +5.9% | -7.6% |
| YTD | -26.9% | +13.2% | -40.1% | -34.5% |
| 1Y | -35.4% | +29.0% | -64.4% | -45.9% |
| 3Y | +43.0% | +215.0% | -171.9% | -24.0% |
| 5Y | +1.9% | +268.6% | -266.7% | -50.3% |
| All | +305.2% | +3,158.6% | -2,853.5% | +7.7% |
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 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