+33.1%
CAPR vs NVMI
+209.6%
-176.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.4% |
| 7D | -12.6% | +6.9% | -19.6% | -14.2% |
| 30D | +124.4% | -2.8% | +127.3% | +126.5% |
| 3M | -66.8% | -27.3% | -39.4% | -64.0% |
| 6M | -71.8% | -13.7% | -58.1% | -71.1% |
| YTD | -70.1% | +13.8% | -83.9% | -72.0% |
| 1Y | +33.3% | +34.9% | -1.5% | +20.1% |
| All | +33.1% | +209.6% | -176.4% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling