+395.2%
COR vs NVMI
+3,158.6%
-2,763.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | +2.6% | -8.4% | +11.0% | +3.2% |
| 3M | +14.5% | -33.6% | +48.0% | +17.7% |
| 6M | -7.8% | -14.7% | +6.9% | -8.1% |
| YTD | -4.2% | +13.2% | -17.4% | -7.2% |
| 1Y | +7.0% | +29.0% | -22.0% | +1.8% |
| 3Y | +85.5% | +215.0% | -129.5% | +50.1% |
| 5Y | +181.2% | +268.6% | -87.4% | +112.9% |
| All | +395.2% | +3,158.6% | -2,763.5% | +160.5% |
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