+52.9%
CL vs NVMI
+3,108.0%
-3,055.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | -0.1% |
| 7D | -2.4% | +3.8% | -6.2% | -2.5% |
| 30D | -4.8% | -7.6% | +2.8% | -4.7% |
| 3M | -1.7% | -28.0% | +26.3% | -1.4% |
| 6M | -3.8% | -15.3% | +11.5% | -4.0% |
| YTD | +13.3% | +11.5% | +1.8% | +12.0% |
| 1Y | +8.3% | +31.6% | -23.3% | +6.2% |
| 3Y | +28.8% | +207.0% | -178.1% | +17.3% |
| 5Y | +28.5% | +262.8% | -234.3% | +13.2% |
| All | +52.9% | +3,108.0% | -3,055.0% | +6.0% |
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