+414.6%
CLX vs NVMI
+1,995.1%
-1,580.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -3.5% | +11.7% | -15.2% | -3.7% |
| 30D | -11.9% | -4.0% | -7.8% | -11.8% |
| 3M | -2.6% | -25.8% | +23.1% | -2.3% |
| 6M | -18.2% | -8.3% | -9.8% | -18.2% |
| YTD | -5.9% | +14.8% | -20.7% | -6.4% |
| 1Y | -23.8% | +37.9% | -61.7% | -24.5% |
| 3Y | -33.6% | +216.3% | -249.8% | -35.7% |
| 5Y | -35.7% | +277.2% | -312.9% | -38.2% |
| 10Y | -2.5% | +3,074.3% | -3,076.8% | -10.8% |
| All | +414.6% | +1,995.1% | -1,580.5% | +326.7% |
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