+235.6%
CAPR vs NVMI
+183.9%
+51.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -6.1% |
| 7D | +5.9% | +1.5% | +4.4% | +6.1% |
| 30D | +44.6% | -4.1% | +48.7% | +46.3% |
| 3M | +126.4% | -22.8% | +149.1% | +141.2% |
| 6M | -68.6% | -36.9% | -31.7% | -65.0% |
| YTD | -67.0% | -3.2% | -63.8% | -67.9% |
| 1Y | +65.2% | +7.1% | +58.1% | +57.1% |
| 3Y | +235.6% | +181.5% | +54.1% | +216.9% |
| All | +235.6% | +183.9% | +51.7% | +216.9% |
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 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