+132.5%
CNP vs NVMI
+3,158.6%
-3,026.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -2.9% | -8.4% | +5.5% | -2.2% |
| 3M | -7.5% | -33.6% | +26.0% | -4.4% |
| 6M | -7.9% | -14.7% | +6.8% | -7.8% |
| YTD | +3.7% | +13.2% | -9.5% | +0.1% |
| 1Y | +4.6% | +29.0% | -24.4% | -1.1% |
| 3Y | +49.1% | +215.0% | -165.9% | +17.5% |
| 5Y | +69.2% | +268.6% | -199.3% | +24.5% |
| All | +132.5% | +3,158.6% | -3,026.2% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling