-38.1%
CRL vs NVMI
+263.1%
-301.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | -6.9% | +3.8% | -10.7% | -7.9% |
| 30D | -3.2% | -7.6% | +4.4% | -1.4% |
| 3M | +46.5% | -28.0% | +74.5% | +57.0% |
| 6M | +63.1% | -15.3% | +78.4% | +64.1% |
| YTD | +36.9% | +11.5% | +25.4% | +25.2% |
| 1Y | +78.1% | +31.6% | +46.5% | +53.1% |
| 3Y | +36.7% | +207.0% | -170.3% | -20.5% |
| 5Y | -38.1% | +262.8% | -300.9% | -66.8% |
| All | -38.1% | +263.1% | -301.2% | -66.8% |
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