+29.6%
CL vs NVMI
+212.4%
-182.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.3% |
| 7D | -1.4% | +11.7% | -13.1% | -0.5% |
| 30D | -5.2% | -4.0% | -1.2% | -5.4% |
| 3M | +3.3% | -25.8% | +29.1% | +1.5% |
| 6M | -4.4% | -8.3% | +3.9% | -4.3% |
| YTD | +13.9% | +14.8% | -0.9% | +16.0% |
| 1Y | +7.6% | +37.9% | -30.2% | +11.0% |
| 3Y | +29.6% | +216.3% | -186.7% | +34.2% |
| All | +29.6% | +212.4% | -182.8% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling