+1,176.2%
CRL vs NVMI
+2,593.6%
-1,417.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | -0.6% | +11.7% | -12.2% | -1.6% |
| 30D | +5.0% | -4.0% | +9.0% | +5.3% |
| 3M | +50.6% | -25.8% | +76.3% | +54.0% |
| 6M | +60.9% | -8.3% | +69.3% | +60.8% |
| YTD | +40.7% | +14.8% | +25.9% | +37.3% |
| 1Y | +73.3% | +37.9% | +35.4% | +65.8% |
| 3Y | +40.6% | +216.3% | -175.7% | +23.2% |
| 5Y | -37.0% | +277.2% | -314.2% | -45.8% |
| 10Y | +244.3% | +3,074.3% | -2,830.0% | +160.3% |
| All | +1,176.2% | +2,593.6% | -1,417.5% | +787.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling