+19.1%
CNI vs NVMI
+207.9%
-188.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -2.7% | -8.4% | +5.7% | -2.0% |
| 3M | +3.9% | -33.6% | +37.5% | +7.2% |
| 6M | +16.4% | -14.7% | +31.0% | +16.3% |
| YTD | +25.8% | +13.2% | +12.6% | +21.7% |
| 1Y | +32.4% | +29.0% | +3.4% | +25.8% |
| 3Y | +19.1% | +215.0% | -195.9% | -3.4% |
| All | +19.1% | +207.9% | -188.8% | -3.4% |
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 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