+7.1%
CL vs NVMI
+38.3%
-31.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.5% |
| 7D | -2.3% | +6.9% | -9.2% | -1.5% |
| 30D | -5.5% | -2.8% | -2.7% | -5.7% |
| 3M | +0.8% | -27.3% | +28.2% | -2.2% |
| 6M | -4.2% | -13.7% | +9.5% | -4.4% |
| YTD | +13.4% | +13.8% | -0.4% | +19.1% |
| 1Y | +7.1% | +34.9% | -27.8% | +18.3% |
| All | +7.1% | +38.3% | -31.2% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling