+394.3%
CLS vs NVMI
+1,665.9%
-1,271.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -4.7% |
| 7D | +16.3% | +1.5% | +14.8% | +16.0% |
| 30D | -25.7% | -4.1% | -21.6% | -24.7% |
| 3M | -30.9% | -22.8% | -8.1% | -26.2% |
| 6M | -35.5% | -36.9% | +1.4% | -27.8% |
| YTD | -18.7% | -3.2% | -15.5% | -16.7% |
| 1Y | -17.9% | +7.1% | -25.0% | -17.4% |
| 3Y | +838.1% | +181.5% | +656.6% | +698.4% |
| 5Y | +1,971.9% | +141.2% | +1,830.7% | +1,695.5% |
| 10Y | +1,907.9% | +2,463.4% | -555.5% | +1,075.7% |
| All | +394.3% | +1,665.9% | -1,271.6% | +76.6% |
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