+7,715.0%
CME vs NVMI
+18,488.3%
-10,773.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.0% |
| 7D | +3.9% | +1.5% | +2.5% | +3.8% |
| 30D | +11.3% | -4.1% | +15.4% | +11.5% |
| 3M | +19.6% | -22.8% | +42.3% | +21.5% |
| 6M | +8.1% | -36.9% | +45.0% | +10.8% |
| YTD | +20.4% | -3.2% | +23.6% | +18.4% |
| 1Y | +16.5% | +7.1% | +9.4% | +13.4% |
| 3Y | +66.4% | +181.5% | -115.0% | +43.6% |
| 5Y | +74.5% | +141.2% | -66.7% | +50.5% |
| 10Y | +308.5% | +2,463.4% | -2,154.9% | +177.7% |
| All | +7,715.0% | +18,488.3% | -10,773.3% | +3,735.0% |
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