+1,081.9%
CI vs NVMI
+1,995.1%
-913.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | -2.6% | +11.7% | -14.2% | -3.2% |
| 30D | -2.4% | -4.0% | +1.7% | -2.2% |
| 3M | -4.8% | -25.8% | +21.0% | -3.5% |
| 6M | +2.1% | -8.3% | +10.5% | +1.8% |
| YTD | +1.4% | +14.8% | -13.5% | -0.4% |
| 1Y | -6.8% | +37.9% | -44.6% | -9.6% |
| 3Y | +3.3% | +216.3% | -213.0% | -6.6% |
| 5Y | +41.1% | +277.2% | -236.1% | +24.9% |
| 10Y | +139.1% | +3,074.3% | -2,935.3% | +86.3% |
| All | +1,081.9% | +1,995.1% | -913.2% | +685.0% |
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