+469.1%
CL vs NVMI
+1,665.9%
-1,196.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +1.9% |
| 7D | +3.2% | +1.5% | +1.7% | +3.2% |
| 30D | +8.0% | -4.1% | +12.1% | +8.1% |
| 3M | +7.9% | -22.8% | +30.6% | +8.4% |
| 6M | +14.7% | -36.9% | +51.6% | +15.6% |
| YTD | +29.2% | -3.2% | +32.4% | +28.4% |
| 1Y | +29.5% | +7.1% | +22.5% | +28.4% |
| 3Y | +40.7% | +181.5% | -140.8% | +33.8% |
| 5Y | +43.9% | +141.2% | -97.4% | +36.7% |
| 10Y | +87.2% | +2,463.4% | -2,376.2% | +63.6% |
| All | +469.1% | +1,665.9% | -1,196.8% | +340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling