+64.2%
CLBK vs NVMI
+1,250.6%
-1,186.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -1.5% | +6.9% | -8.4% | -2.4% |
| 30D | +6.7% | -2.8% | +9.5% | +7.0% |
| 3M | +21.2% | -27.3% | +48.5% | +25.6% |
| 6M | +42.0% | -13.7% | +55.6% | +42.2% |
| YTD | +63.3% | +13.8% | +49.4% | +55.4% |
| 1Y | +65.4% | +34.9% | +30.5% | +52.1% |
| 3Y | +52.5% | +213.5% | -161.1% | +14.0% |
| 5Y | +42.0% | +272.5% | -230.5% | -2.4% |
| All | +64.2% | +1,250.6% | -1,186.4% | -30.1% |
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