+42.7%
CI vs NVMI
+274.3%
-231.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -1.1% | +6.9% | -8.0% | -1.2% |
| 30D | +0.5% | -2.8% | +3.3% | +0.5% |
| 3M | -5.2% | -27.3% | +22.2% | -4.8% |
| 6M | +4.3% | -13.7% | +18.0% | +4.1% |
| YTD | +2.8% | +13.8% | -11.1% | +1.9% |
| 1Y | -5.8% | +34.9% | -40.7% | -7.0% |
| 3Y | +4.7% | +213.5% | -208.8% | -3.5% |
| 5Y | +42.7% | +272.5% | -229.8% | +29.8% |
| All | +42.7% | +274.3% | -231.7% | +29.8% |
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 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