+3,860.6%
CLS vs NVMI
+261.9%
+3,598.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +5.5% |
| 7D | +10.9% | -0.1% | +11.0% | +11.1% |
| 30D | +2.1% | -8.4% | +10.5% | +8.1% |
| 3M | -10.2% | -33.6% | +23.4% | +15.9% |
| 6M | +30.4% | -14.7% | +45.1% | +43.5% |
| YTD | +17.2% | +13.2% | +4.0% | +7.0% |
| 1Y | +41.0% | +29.0% | +12.0% | +19.8% |
| 3Y | +1,338.0% | +215.0% | +1,123.0% | +659.1% |
| All | +3,860.6% | +261.9% | +3,598.7% | +1,822.2% |
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 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