+73.1%
CME vs NVMI
+140.3%
-67.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.7% |
| 7D | +3.9% | +1.5% | +2.5% | +4.0% |
| 30D | +11.3% | -4.1% | +15.4% | +11.3% |
| 3M | +19.6% | -22.8% | +42.3% | +19.1% |
| 6M | +8.1% | -36.9% | +45.0% | +7.6% |
| YTD | +20.4% | -3.2% | +23.6% | +19.7% |
| 1Y | +16.5% | +7.1% | +9.4% | +15.7% |
| 3Y | +66.4% | +181.5% | -115.0% | +53.0% |
| All | +73.1% | +140.3% | -67.3% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling