+67.3%
CSGP vs NVMI
+2,631.5%
-2,564.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.4% | -4.1% | +1.2% |
| 7D | -1.8% | +9.6% | -11.4% | -3.5% |
| 30D | +5.3% | -5.6% | +10.9% | +5.7% |
| 3M | +3.3% | -15.2% | +18.5% | +5.0% |
| 6M | -4.7% | -36.1% | +31.4% | -0.5% |
| YTD | -53.5% | +1.5% | -55.0% | -57.3% |
| 1Y | -53.7% | +8.3% | -62.1% | -58.3% |
| 3Y | -59.7% | +212.6% | -272.4% | -75.4% |
| 5Y | -62.5% | +158.4% | -220.9% | -76.5% |
| 10Y | +67.3% | +2,587.4% | -2,520.2% | -38.2% |
| All | +67.3% | +2,631.5% | -2,564.2% | -38.2% |
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