-22.6%
CLX vs NVMI
+140.3%
-163.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.1% | +1.1% |
| 7D | +9.5% | +1.5% | +8.0% | +9.5% |
| 30D | +30.7% | -4.1% | +34.8% | +30.6% |
| 3M | +4.2% | -22.8% | +27.0% | +3.8% |
| 6M | +22.1% | -36.9% | +59.0% | +21.2% |
| YTD | +14.1% | -3.2% | +17.3% | +13.9% |
| 1Y | +10.3% | +7.1% | +3.2% | +10.2% |
| 3Y | -7.8% | +181.5% | -189.3% | -10.5% |
| All | -22.6% | +140.3% | -163.0% | -25.8% |
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