+421.5%
CARR vs NVMI
+1,287.4%
-865.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +1.0% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | -8.9% | -8.4% | -0.5% | -6.8% |
| 3M | -17.3% | -33.6% | +16.2% | -8.3% |
| 6M | -1.4% | -14.7% | +13.3% | +1.0% |
| YTD | +10.0% | +13.2% | -3.2% | +3.1% |
| 1Y | -6.4% | +29.0% | -35.4% | -16.3% |
| 3Y | +1.5% | +215.0% | -213.4% | -36.9% |
| 5Y | +9.3% | +268.6% | -259.3% | -37.8% |
| All | +421.5% | +1,287.4% | -865.9% | +94.6% |
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