+340.4%
CG vs NVMI
+4,269.8%
-3,929.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.6% |
| 7D | -1.3% | +11.7% | -13.0% | -5.2% |
| 30D | -3.2% | -4.0% | +0.9% | -2.2% |
| 3M | +6.2% | -25.8% | +32.0% | +15.4% |
| 6M | -4.7% | -8.3% | +3.7% | -6.0% |
| YTD | -20.6% | +14.8% | -35.5% | -28.9% |
| 1Y | -26.4% | +37.9% | -64.2% | -39.3% |
| 3Y | +55.4% | +216.3% | -160.9% | -14.4% |
| 5Y | +9.8% | +277.2% | -267.4% | -44.4% |
| 10Y | +341.4% | +3,074.3% | -2,733.0% | +9.4% |
| All | +340.4% | +4,269.8% | -3,929.4% | -0.4% |
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 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