-97.9%
CAPR vs NVMI
+12,172.6%
-12,270.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -6.5% |
| 7D | +5.9% | +1.5% | +4.4% | +6.0% |
| 30D | +44.6% | -4.1% | +48.7% | +45.6% |
| 3M | +126.4% | -22.8% | +149.1% | +135.0% |
| 6M | -68.6% | -36.9% | -31.7% | -66.6% |
| YTD | -67.0% | -3.2% | -63.8% | -67.4% |
| 1Y | +65.2% | +7.1% | +58.1% | +60.8% |
| 3Y | +235.6% | +181.5% | +54.1% | +179.5% |
| 5Y | +175.4% | +141.2% | +34.2% | +130.4% |
| 10Y | -65.0% | +2,463.4% | -2,528.4% | -75.9% |
| All | -97.9% | +12,172.6% | -12,270.5% | -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