+247.0%
CRL vs NVMI
+3,158.6%
-2,911.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | -3.5% | -0.1% | -3.5% | -3.5% |
| 30D | -2.1% | -8.4% | +6.3% | +0.2% |
| 3M | +48.0% | -33.6% | +81.5% | +64.2% |
| 6M | +64.7% | -14.7% | +79.4% | +66.0% |
| YTD | +39.5% | +13.2% | +26.3% | +26.8% |
| 1Y | +74.2% | +29.0% | +45.2% | +49.9% |
| 3Y | +39.4% | +215.0% | -175.6% | -19.1% |
| 5Y | -36.9% | +268.6% | -305.5% | -66.7% |
| All | +247.0% | +3,158.6% | -2,911.6% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling