+10.2%
CNH vs NVMI
+263.1%
-252.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.4% |
| 7D | -2.5% | +3.8% | -6.2% | -3.3% |
| 30D | +27.0% | -7.6% | +34.6% | +29.1% |
| 3M | +32.6% | -28.0% | +60.6% | +41.8% |
| 6M | +23.6% | -15.3% | +38.9% | +26.2% |
| YTD | +47.8% | +11.5% | +36.4% | +40.0% |
| 1Y | +21.3% | +31.6% | -10.3% | +9.1% |
| 3Y | +7.0% | +207.0% | -200.0% | -32.4% |
| 5Y | +10.2% | +262.8% | -252.7% | -35.8% |
| All | +10.2% | +263.1% | -252.9% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling