+69.4%
CAPR vs NVMI
+263.1%
-193.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.3% |
| 7D | -10.6% | +3.8% | -14.3% | -11.5% |
| 30D | +111.2% | -7.6% | +118.8% | +116.3% |
| 3M | -67.2% | -28.0% | -39.2% | -64.3% |
| 6M | -75.1% | -15.3% | -59.8% | -74.4% |
| YTD | -71.2% | +11.5% | -82.7% | -73.2% |
| 1Y | +31.1% | +31.6% | -0.5% | +16.2% |
| 3Y | +31.3% | +207.0% | -175.6% | -14.9% |
| 5Y | +69.4% | +262.8% | -193.4% | -12.7% |
| All | +69.4% | +263.1% | -193.7% | -12.7% |
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