+178.7%
CAPR vs NVMI
+140.3%
+38.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +46.4% |
| 3M | +126.4% | -22.8% | +149.1% | +142.5% |
| 6M | -68.6% | -36.9% | -31.7% | -64.8% |
| YTD | -67.0% | -3.2% | -63.8% | -68.1% |
| 1Y | +65.2% | +7.1% | +58.1% | +55.0% |
| 3Y | +235.6% | +181.5% | +54.1% | +123.5% |
| All | +178.7% | +140.3% | +38.3% | +81.3% |
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