+769.8%
CSGP vs NVMI
+1,639.9%
-870.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +11.7% | -16.4% | -5.9% |
| 7D | +1.3% | +0.3% | +1.0% | +1.1% |
| 30D | +10.7% | -17.1% | +27.8% | +12.4% |
| 3M | +3.3% | -17.9% | +21.1% | +4.6% |
| 6M | -10.3% | -41.4% | +31.1% | -7.1% |
| YTD | -54.6% | -4.6% | -49.9% | -55.8% |
| 1Y | -54.6% | -0.3% | -54.4% | -56.2% |
| 3Y | -60.3% | +214.5% | -274.8% | -67.5% |
| 5Y | -63.3% | +148.5% | -211.8% | -69.4% |
| 10Y | +66.5% | +2,435.9% | -2,369.4% | +8.0% |
| All | +769.8% | +1,639.9% | -870.1% | +362.0% |
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