-17.6%
CNH vs NVMI
+140.3%
-157.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | +3.0% | +1.5% | +1.5% | +2.8% |
| 30D | -0.6% | -4.1% | +3.5% | +0.1% |
| 3M | +14.6% | -22.8% | +37.4% | +21.0% |
| 6M | +11.8% | -36.9% | +48.6% | +22.2% |
| YTD | +30.4% | -3.2% | +33.6% | +27.1% |
| 1Y | +19.1% | +7.1% | +12.0% | +12.7% |
| 3Y | +30.2% | +181.5% | -151.3% | -17.5% |
| All | -17.6% | +140.3% | -157.9% | -47.9% |
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