+6.8%
CNH vs NVMI
+203.1%
-196.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | -2.5% | +3.8% | -6.2% | -3.1% |
| 30D | +27.0% | -7.6% | +34.6% | +28.6% |
| 3M | +32.6% | -28.0% | +60.6% | +39.7% |
| 6M | +23.6% | -15.3% | +38.9% | +26.1% |
| YTD | +47.8% | +11.5% | +36.4% | +43.3% |
| 1Y | +21.3% | +31.6% | -10.3% | +13.7% |
| All | +6.8% | +203.1% | -196.3% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling