+5,828.4%
CP vs NVMI
+1,967.2%
+3,861.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.1% |
| 7D | -2.7% | +6.6% | -9.3% | -3.2% |
| 30D | +0.2% | -7.5% | +7.7% | +0.7% |
| 3M | +2.6% | -28.5% | +31.1% | +4.8% |
| 6M | +6.0% | -15.7% | +21.7% | +6.5% |
| YTD | +24.9% | +13.3% | +11.6% | +22.2% |
| 1Y | +20.1% | +48.3% | -28.2% | +14.5% |
| 3Y | +16.4% | +191.2% | -174.9% | +3.1% |
| 5Y | +31.7% | +268.7% | -236.9% | +13.4% |
| 10Y | +223.9% | +3,034.8% | -2,810.9% | +138.8% |
| All | +5,828.4% | +1,967.2% | +3,861.2% | +3,631.3% |
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