+62.6%
CSGP vs NVMI
+2,662.5%
-2,599.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.9% |
| 7D | -7.1% | +15.3% | -22.4% | -9.4% |
| 30D | +3.6% | +0.1% | +3.6% | +3.0% |
| 3M | -2.7% | -14.0% | +11.2% | -1.3% |
| 6M | -8.0% | -35.2% | +27.2% | -4.2% |
| YTD | -55.0% | +3.7% | -58.7% | -58.8% |
| 1Y | -55.8% | +10.3% | -66.0% | -60.2% |
| 3Y | -62.0% | +204.8% | -266.8% | -76.5% |
| 5Y | -62.9% | +158.9% | -221.8% | -76.8% |
| 10Y | +62.6% | +2,646.9% | -2,584.3% | -39.6% |
| All | +62.6% | +2,662.5% | -2,599.9% | -39.6% |
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