+30.0%
CAPR vs NVMI
+32.8%
-2.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.3% |
| 7D | -11.0% | -0.1% | -10.9% | -10.9% |
| 30D | +99.8% | -8.4% | +108.2% | +105.9% |
| 3M | -66.6% | -33.6% | -33.0% | -61.5% |
| 6M | -75.1% | -14.7% | -60.4% | -73.9% |
| YTD | -71.0% | +13.2% | -84.2% | -75.2% |
| 1Y | +30.0% | +29.0% | +1.0% | +5.2% |
| All | +30.0% | +32.8% | -2.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling