+3.7%
CG vs NVMI
+263.1%
-259.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.6% |
| 7D | -9.8% | +3.8% | -13.6% | -11.1% |
| 30D | -10.3% | -7.6% | -2.7% | -8.1% |
| 3M | -1.7% | -28.0% | +26.3% | +8.2% |
| 6M | -9.8% | -15.3% | +5.5% | -8.7% |
| YTD | -25.6% | +11.5% | -37.1% | -33.7% |
| 1Y | -32.5% | +31.6% | -64.1% | -44.8% |
| 3Y | +45.6% | +207.0% | -161.3% | -29.8% |
| 5Y | +3.7% | +262.8% | -259.2% | -55.7% |
| All | +3.7% | +263.1% | -259.4% | -55.7% |
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 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