+184.0%
COPX vs NVMI
+6,020.9%
-5,836.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.1% | -4.9% | -6.2% |
| 7D | -2.9% | +3.8% | -6.7% | -4.2% |
| 30D | 0.0% | -7.6% | +7.6% | +2.6% |
| 3M | +14.8% | -28.0% | +42.8% | +27.5% |
| 6M | +7.0% | -15.3% | +22.3% | +11.3% |
| YTD | +23.8% | +11.5% | +12.4% | +16.7% |
| 1Y | +75.7% | +31.6% | +44.1% | +55.0% |
| 3Y | +156.4% | +207.0% | -50.6% | +51.6% |
| 5Y | +167.6% | +262.8% | -95.3% | +40.8% |
| 10Y | +569.1% | +3,074.6% | -2,505.5% | +44.9% |
| All | +184.0% | +6,020.9% | -5,836.9% | -56.0% |
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