+5,556.5%
CNQ vs NVMI
+2,338.1%
+3,218.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +6.2% | -8.4% | +14.6% | +6.9% |
| 3M | +12.4% | -33.6% | +45.9% | +15.5% |
| 6M | +9.0% | -14.7% | +23.7% | +9.2% |
| YTD | +52.2% | +13.2% | +39.0% | +48.6% |
| 1Y | +65.0% | +29.0% | +36.0% | +58.9% |
| 3Y | +78.8% | +215.0% | -136.1% | +57.2% |
| 5Y | +286.0% | +268.6% | +17.4% | +231.9% |
| 10Y | +420.7% | +3,124.7% | -2,704.0% | +292.3% |
| All | +5,556.5% | +2,338.1% | +3,218.4% | +3,983.9% |
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 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