-97.9%
CAPR vs NVMI
+14,266.8%
-14,364.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.5% |
| 7D | -2.0% | +6.6% | -8.6% | -3.0% |
| 30D | +139.2% | -7.5% | +146.7% | +142.0% |
| 3M | -66.4% | -28.5% | -37.9% | -64.8% |
| 6M | -63.1% | -15.7% | -47.4% | -62.5% |
| YTD | -67.4% | +13.3% | -80.7% | -68.5% |
| 1Y | +58.2% | +48.3% | +10.0% | +46.9% |
| 3Y | +42.2% | +191.2% | -149.0% | +17.5% |
| 5Y | +87.3% | +268.7% | -181.4% | +48.3% |
| 10Y | -75.3% | +3,034.8% | -3,110.1% | -83.3% |
| All | -97.9% | +14,266.8% | -14,364.7% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling