+58.6%
CNH vs NVMI
+4,123.0%
-4,064.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.9% |
| 7D | +8.8% | +11.7% | -2.9% | +5.6% |
| 30D | +24.7% | -4.0% | +28.7% | +25.7% |
| 3M | +27.3% | -25.8% | +53.1% | +36.3% |
| 6M | +23.2% | -8.3% | +31.5% | +23.2% |
| YTD | +48.9% | +14.8% | +34.1% | +38.5% |
| 1Y | +19.4% | +37.9% | -18.5% | +4.2% |
| 3Y | +7.8% | +216.3% | -208.5% | -33.3% |
| 5Y | +8.7% | +277.2% | -268.5% | -38.8% |
| 10Y | +149.5% | +3,074.3% | -2,924.8% | -24.9% |
| All | +58.6% | +4,123.0% | -4,064.3% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling