+6,706.3%
CME vs NVMI
+21,953.2%
-15,246.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -2.9% | +11.7% | -14.6% | -3.8% |
| 30D | +5.5% | -4.0% | +9.6% | +5.8% |
| 3M | +11.0% | -25.8% | +36.7% | +13.0% |
| 6M | -9.7% | -8.3% | -1.4% | -10.2% |
| YTD | +4.9% | +14.8% | -10.0% | +2.1% |
| 1Y | +10.1% | +37.9% | -27.8% | +5.0% |
| 3Y | +53.5% | +216.3% | -162.7% | +31.7% |
| 5Y | +77.2% | +277.2% | -200.0% | +47.1% |
| 10Y | +282.1% | +3,074.3% | -2,792.2% | +156.2% |
| All | +6,706.3% | +21,953.2% | -15,246.9% | +3,206.8% |
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