-41.6%
CPB vs NVMI
+261.9%
-303.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.4% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -7.1% | -8.4% | +1.3% | -7.7% |
| 3M | -6.0% | -33.6% | +27.5% | -8.7% |
| 6M | -5.3% | -14.7% | +9.4% | -5.7% |
| YTD | -20.8% | +13.2% | -34.1% | -19.4% |
| 1Y | -33.8% | +29.0% | -62.9% | -31.9% |
| 3Y | -43.7% | +215.0% | -258.7% | -37.5% |
| All | -41.6% | +261.9% | -303.5% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling