+39.4%
CRL vs NVMI
+209.6%
-170.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -4.6% | +6.9% | -11.5% | -6.0% |
| 30D | +0.5% | -2.8% | +3.3% | +0.9% |
| 3M | +46.6% | -27.3% | +74.0% | +54.5% |
| 6M | +57.3% | -13.7% | +70.9% | +57.1% |
| YTD | +39.5% | +13.8% | +25.7% | +29.0% |
| 1Y | +76.9% | +34.9% | +42.0% | +55.3% |
| All | +39.4% | +209.6% | -170.1% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling