+4,013.6%
CMG vs NVMI
+14,832.1%
-10,818.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +10.9% | -8.4% | +19.3% | +11.9% |
| 3M | +15.8% | -33.6% | +49.4% | +20.5% |
| 6M | +6.9% | -14.7% | +21.6% | +7.3% |
| YTD | -2.2% | +13.2% | -15.4% | -5.4% |
| 1Y | -7.1% | +29.0% | -36.1% | -11.8% |
| 3Y | -7.1% | +215.0% | -222.1% | -22.5% |
| 5Y | -4.8% | +268.6% | -273.4% | -22.6% |
| 10Y | +324.3% | +3,124.7% | -2,800.4% | +185.7% |
| All | +4,013.6% | +14,832.1% | -10,818.5% | +2,121.3% |
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