+18.7%
CP vs NVMI
+209.6%
-190.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.6% | +6.9% | -6.3% | -0.1% |
| 30D | -0.5% | -2.8% | +2.4% | -0.3% |
| 3M | +0.1% | -27.3% | +27.4% | +2.6% |
| 6M | +7.8% | -13.7% | +21.5% | +7.9% |
| YTD | +22.9% | +13.8% | +9.0% | +18.6% |
| 1Y | +21.3% | +34.9% | -13.5% | +14.1% |
| All | +18.7% | +209.6% | -190.9% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling