+40.7%
CL vs NVMI
+165.8%
-125.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | +0.2% |
| 7D | -0.8% | +15.3% | -16.1% | +0.1% |
| 30D | +9.5% | +0.1% | +9.5% | +9.7% |
| 3M | +6.8% | -14.0% | +20.7% | +6.3% |
| 6M | +14.3% | -35.2% | +49.5% | +12.8% |
| YTD | +26.3% | +3.7% | +22.5% | +26.8% |
| 1Y | +25.6% | +10.3% | +15.3% | +26.3% |
| 3Y | +38.5% | +204.8% | -166.3% | +36.7% |
| 5Y | +40.7% | +158.9% | -118.2% | +37.3% |
| All | +40.7% | +165.8% | -125.1% | +37.3% |
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