+523.9%
CLX vs NVMI
+1,665.9%
-1,142.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.1% | +1.2% |
| 7D | +9.5% | +1.5% | +8.0% | +9.5% |
| 30D | +30.7% | -4.1% | +34.8% | +30.7% |
| 3M | +4.2% | -22.8% | +27.0% | +4.6% |
| 6M | +22.1% | -36.9% | +59.0% | +22.7% |
| YTD | +14.1% | -3.2% | +17.3% | +13.7% |
| 1Y | +10.3% | +7.1% | +3.2% | +9.7% |
| 3Y | -7.8% | +181.5% | -189.3% | -10.6% |
| 5Y | -20.8% | +141.2% | -162.1% | -23.3% |
| 10Y | +31.9% | +2,463.4% | -2,431.5% | +21.0% |
| All | +523.9% | +1,665.9% | -1,142.0% | +418.4% |
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