+154.0%
CNH vs NVMI
+3,158.6%
-3,004.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +26.6% | -8.4% | +35.0% | +29.3% |
| 3M | +31.1% | -33.6% | +64.6% | +44.9% |
| 6M | +24.9% | -14.7% | +39.6% | +27.5% |
| YTD | +48.7% | +13.2% | +35.5% | +38.8% |
| 1Y | +22.2% | +29.0% | -6.8% | +8.6% |
| 3Y | +7.4% | +215.0% | -207.6% | -34.2% |
| 5Y | +10.8% | +268.6% | -257.7% | -38.1% |
| All | +154.0% | +3,158.6% | -3,004.7% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling