-78.9%
CAPR vs NVMI
+3,108.0%
-3,186.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.1% |
| 7D | -10.6% | +3.8% | -14.3% | -11.9% |
| 30D | +111.2% | -7.6% | +118.8% | +118.2% |
| 3M | -67.2% | -28.0% | -39.2% | -63.3% |
| 6M | -75.1% | -15.3% | -59.8% | -74.4% |
| YTD | -71.2% | +11.5% | -82.7% | -74.3% |
| 1Y | +31.1% | +31.6% | -0.5% | +8.3% |
| 3Y | +31.3% | +207.0% | -175.6% | -34.8% |
| 5Y | +69.4% | +262.8% | -193.4% | -29.7% |
| All | -78.9% | +3,108.0% | -3,186.9% | -96.9% |
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