+142.3%
CI vs NVMI
+3,108.0%
-2,965.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | -1.3% | +3.8% | -5.1% | -1.7% |
| 30D | +3.1% | -7.6% | +10.7% | +3.9% |
| 3M | -4.5% | -28.0% | +23.5% | -1.8% |
| 6M | +8.3% | -15.3% | +23.6% | +8.3% |
| YTD | +3.8% | +11.5% | -7.7% | 0.0% |
| 1Y | -5.0% | +31.6% | -36.6% | -11.0% |
| 3Y | +5.8% | +207.0% | -201.2% | -19.0% |
| 5Y | +50.6% | +262.8% | -212.2% | +6.5% |
| All | +142.3% | +3,108.0% | -2,965.7% | +0.8% |
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 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