+6,006.8%
CP vs NVMI
+1,665.9%
+4,340.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.2% |
| 7D | +2.1% | +1.5% | +0.7% | +2.0% |
| 30D | +9.3% | -4.1% | +13.4% | +9.5% |
| 3M | +0.5% | -22.8% | +23.2% | +2.3% |
| 6M | +10.4% | -36.9% | +47.3% | +13.5% |
| YTD | +28.7% | -3.2% | +31.9% | +27.2% |
| 1Y | +33.2% | +7.1% | +26.1% | +30.4% |
| 3Y | +38.4% | +181.5% | -143.1% | +22.8% |
| 5Y | +26.2% | +141.2% | -115.0% | +12.1% |
| 10Y | +258.4% | +2,463.4% | -2,205.0% | +167.7% |
| All | +6,006.8% | +1,665.9% | +4,340.9% | +3,781.7% |
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