+1.2%
CBOE vs NVMI
-15.5%
+16.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.7% |
| 7D | -3.7% | +3.8% | -7.5% | -3.3% |
| 30D | +2.0% | -7.6% | +9.5% | +1.5% |
| 3M | -4.2% | -28.0% | +23.7% | -3.9% |
| 6M | +1.2% | -15.3% | +16.5% | +6.0% |
| All | +1.2% | -15.5% | +16.7% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling