+13,107.2%
COR vs NVMI
+1,665.9%
+11,441.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +5.9% | +3.0% |
| 7D | +7.8% | +1.5% | +6.3% | +7.8% |
| 30D | +7.0% | -4.1% | +11.1% | +7.1% |
| 3M | +16.3% | -22.8% | +39.0% | +17.0% |
| 6M | +41.3% | -36.9% | +78.2% | +42.7% |
| YTD | +7.1% | -3.2% | +10.3% | +6.5% |
| 1Y | -0.8% | +7.1% | -7.9% | -1.8% |
| 3Y | +85.0% | +181.5% | -96.5% | +74.9% |
| 5Y | +203.9% | +141.2% | +62.7% | +187.2% |
| 10Y | +510.3% | +2,463.4% | -1,953.1% | +432.6% |
| All | +13,107.2% | +1,665.9% | +11,441.3% | +10,492.5% |
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 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