+6,036.0%
CP vs NVMI
+1,720.2%
+4,315.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.2% |
| 7D | +0.9% | +16.9% | -16.0% | -0.5% |
| 30D | +10.3% | -4.3% | +14.6% | +10.5% |
| 3M | +2.3% | -19.3% | +21.6% | +3.7% |
| 6M | +10.7% | -33.6% | +44.3% | +13.4% |
| YTD | +29.3% | -0.2% | +29.5% | +27.5% |
| 1Y | +31.5% | +5.1% | +26.4% | +28.9% |
| 3Y | +36.7% | +193.2% | -156.5% | +20.8% |
| 5Y | +26.8% | +148.6% | -121.8% | +12.4% |
| 10Y | +260.1% | +2,542.3% | -2,282.2% | +168.3% |
| All | +6,036.0% | +1,720.2% | +4,315.7% | +3,790.7% |
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