+1,179.7%
CI vs NVMI
+1,665.9%
-486.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.4% |
| 7D | +1.2% | +1.5% | -0.3% | +1.1% |
| 30D | +2.6% | -4.1% | +6.6% | +2.6% |
| 3M | +7.4% | -22.8% | +30.2% | +8.7% |
| 6M | -0.1% | -36.9% | +36.8% | +1.7% |
| YTD | +9.7% | -3.2% | +12.9% | +8.6% |
| 1Y | +12.1% | +7.1% | +5.0% | +10.2% |
| 3Y | +7.0% | +181.5% | -174.5% | -2.8% |
| 5Y | +49.7% | +141.2% | -91.5% | +36.0% |
| 10Y | +147.2% | +2,463.4% | -2,316.2% | +94.5% |
| All | +1,179.7% | +1,665.9% | -486.2% | +756.0% |
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 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