+49.3%
CI vs NVMI
+148.5%
-99.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.7% |
| 7D | -1.7% | +16.9% | -18.6% | -1.7% |
| 30D | +4.9% | -4.3% | +9.1% | +4.9% |
| 3M | +7.4% | -19.3% | +26.7% | +7.6% |
| 6M | +0.4% | -33.6% | +34.0% | +0.7% |
| YTD | +9.5% | -0.2% | +9.7% | +8.6% |
| 1Y | +12.0% | +5.1% | +6.9% | +11.0% |
| 3Y | +7.1% | +193.2% | -186.1% | -2.7% |
| 5Y | +49.3% | +148.6% | -99.3% | +35.3% |
| All | +49.3% | +148.5% | -99.1% | +35.3% |
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