+15.5%
CNI vs NVMI
+261.9%
-246.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -2.7% | -8.4% | +5.7% | -1.7% |
| 3M | +3.9% | -33.6% | +37.5% | +8.7% |
| 6M | +16.4% | -14.7% | +31.0% | +16.5% |
| YTD | +25.8% | +13.2% | +12.6% | +20.3% |
| 1Y | +32.4% | +29.0% | +3.4% | +23.4% |
| 3Y | +19.1% | +215.0% | -195.9% | -10.7% |
| All | +15.5% | +261.9% | -246.4% | -17.8% |
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