+568.8%
CLS vs NVMI
+1,933.5%
-1,364.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +5.0% | +3.8% | +1.2% | +4.1% |
| 30D | +4.8% | -7.6% | +12.3% | +6.8% |
| 3M | -10.4% | -28.0% | +17.6% | -3.3% |
| 6M | +20.8% | -15.3% | +36.1% | +26.4% |
| YTD | +10.0% | +11.5% | -1.4% | +8.5% |
| 1Y | +28.5% | +31.6% | -3.1% | +23.2% |
| 3Y | +1,292.2% | +207.0% | +1,085.2% | +1,051.7% |
| 5Y | +3,616.8% | +262.8% | +3,354.0% | +2,859.7% |
| 10Y | +2,959.5% | +3,074.6% | -115.1% | +1,605.9% |
| All | +568.8% | +1,933.5% | -1,364.7% | +130.1% |
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