+65.5%
CSX vs NVMI
+265.1%
-199.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.0% |
| 7D | +0.6% | +11.7% | -11.1% | -0.8% |
| 30D | -2.3% | -4.0% | +1.8% | -1.9% |
| 3M | +4.3% | -25.8% | +30.1% | +7.4% |
| 6M | +23.4% | -8.3% | +31.7% | +22.8% |
| YTD | +36.4% | +14.8% | +21.6% | +31.2% |
| 1Y | +53.0% | +37.9% | +15.2% | +42.7% |
| 3Y | +70.6% | +216.3% | -145.6% | +30.2% |
| 5Y | +65.5% | +277.2% | -211.7% | +22.0% |
| All | +65.5% | +265.1% | -199.6% | +22.0% |
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 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