-30.4%
CPB vs NVMI
+53.9%
-84.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -2.6% |
| 7D | -8.6% | +6.6% | -15.2% | -7.7% |
| 30D | -7.2% | -7.5% | +0.3% | -8.0% |
| 3M | +0.9% | -28.5% | +29.4% | -2.6% |
| 6M | -11.8% | -15.7% | +3.9% | -12.6% |
| YTD | -19.4% | +13.3% | -32.7% | -17.2% |
| 1Y | -30.4% | +48.3% | -78.7% | -32.9% |
| All | -30.4% | +53.9% | -84.2% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling