-37.6%
CLX vs NVMI
+263.1%
-300.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -1.0% |
| 7D | -5.9% | +3.8% | -9.6% | -5.8% |
| 30D | -17.0% | -7.6% | -9.5% | -17.1% |
| 3M | -9.6% | -28.0% | +18.4% | -10.1% |
| 6M | -21.5% | -15.3% | -6.2% | -21.8% |
| YTD | -8.8% | +11.5% | -20.3% | -8.8% |
| 1Y | -24.7% | +31.6% | -56.3% | -24.6% |
| 3Y | -35.6% | +207.0% | -242.6% | -37.2% |
| 5Y | -37.6% | +262.8% | -300.5% | -40.2% |
| All | -37.6% | +263.1% | -300.7% | -40.2% |
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