+8.5%
CNH vs NVMI
-14.5%
+23.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.1% | +1.2% | -3.0% |
| 7D | -0.4% | -16.2% | +15.9% | +2.9% |
| 30D | -15.2% | -28.9% | +13.7% | -9.6% |
| 3M | +4.3% | -30.3% | +34.6% | +11.3% |
| 6M | +10.1% | -45.6% | +55.7% | +22.5% |
| YTD | +23.2% | -14.6% | +37.8% | +26.7% |
| 1Y | +8.5% | -18.1% | +26.6% | +12.4% |
| All | +8.5% | -14.5% | +23.0% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling