+11,771.1%
COR vs NVMI
+1,976.9%
+9,794.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | -3.9% | +6.9% | -10.8% | -4.1% |
| 30D | -0.3% | -2.8% | +2.5% | -0.3% |
| 3M | +15.9% | -27.3% | +43.2% | +16.8% |
| 6M | -10.3% | -13.7% | +3.4% | -10.3% |
| YTD | -3.7% | +13.8% | -17.5% | -4.7% |
| 1Y | +9.1% | +34.9% | -25.8% | +7.2% |
| 3Y | +86.6% | +213.5% | -127.0% | +76.0% |
| 5Y | +180.9% | +272.5% | -91.5% | +161.6% |
| 10Y | +407.4% | +3,142.4% | -2,735.0% | +340.4% |
| All | +11,771.1% | +1,976.9% | +9,794.2% | +9,383.2% |
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