+41.1%
CLS vs NVMI
+53.9%
-12.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -3.3% |
| 7D | +4.6% | +6.6% | -2.0% | -0.7% |
| 30D | -13.9% | -7.5% | -6.4% | -8.3% |
| 3M | -26.6% | -28.5% | +1.9% | -7.0% |
| 6M | +15.4% | -15.7% | +31.2% | +27.3% |
| YTD | +5.7% | +13.3% | -7.6% | -10.1% |
| 1Y | +41.1% | +48.3% | -7.2% | +6.0% |
| All | +41.1% | +53.9% | -12.8% | +6.0% |
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