-18.0%
CPB vs NVMI
-11.6%
-6.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.4% | +5.5% |
| 7D | +13.0% | -11.8% | +24.7% | +10.8% |
| 30D | +20.5% | -24.8% | +45.3% | +15.8% |
| 3M | +2.2% | -28.6% | +30.8% | -2.2% |
| 6M | +15.4% | -40.0% | +55.4% | +8.9% |
| YTD | -12.3% | -10.1% | -2.3% | -11.5% |
| 1Y | -18.0% | -9.8% | -8.2% | -17.0% |
| All | -18.0% | -11.6% | -6.4% | -17.0% |
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