+51.6%
CME vs NVMI
+209.6%
-158.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.9% |
| 7D | -0.6% | +6.9% | -7.6% | -0.2% |
| 30D | +4.7% | -2.8% | +7.5% | +4.6% |
| 3M | +7.8% | -27.3% | +35.2% | +6.4% |
| 6M | -11.0% | -13.7% | +2.7% | -11.1% |
| YTD | +4.0% | +13.8% | -9.8% | +5.4% |
| 1Y | +9.1% | +34.9% | -25.7% | +11.7% |
| All | +51.6% | +209.6% | -158.0% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling