+22.2%
CNH vs NVMI
+32.8%
-10.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +26.6% | -8.4% | +35.0% | +28.5% |
| 3M | +31.1% | -33.6% | +64.6% | +41.5% |
| 6M | +24.9% | -14.7% | +39.6% | +27.8% |
| YTD | +48.7% | +13.2% | +35.5% | +45.5% |
| 1Y | +22.2% | +29.0% | -6.8% | +20.6% |
| All | +22.2% | +32.8% | -10.6% | +20.6% |
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