+1,014.0%
CBOE vs NVMI
+7,638.5%
-6,624.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -3.7% | +3.8% | -7.5% | -3.9% |
| 30D | +2.0% | -7.6% | +9.5% | +2.5% |
| 3M | -4.2% | -28.0% | +23.7% | -2.4% |
| 6M | +1.2% | -15.3% | +16.5% | +1.4% |
| YTD | +15.4% | +11.5% | +3.9% | +12.6% |
| 1Y | +23.5% | +31.6% | -8.1% | +18.4% |
| 3Y | +93.2% | +207.0% | -113.8% | +60.8% |
| 5Y | +142.0% | +262.8% | -120.9% | +91.9% |
| 10Y | +379.2% | +3,074.6% | -2,695.4% | +176.4% |
| All | +1,014.0% | +7,638.5% | -6,624.4% | +474.8% |
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