+11,095.4%
CMI vs NVMI
+1,965.6%
+9,129.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -12.4% | -8.4% | -4.0% | -11.5% |
| 3M | -14.8% | -33.6% | +18.8% | -10.7% |
| 6M | +0.8% | -14.7% | +15.5% | +2.4% |
| YTD | +10.2% | +13.2% | -3.0% | +8.2% |
| 1Y | +37.4% | +29.0% | +8.4% | +32.7% |
| 3Y | +153.3% | +215.0% | -61.7% | +117.1% |
| 5Y | +167.6% | +268.6% | -101.0% | +122.9% |
| 10Y | +514.4% | +3,124.7% | -2,610.4% | +307.7% |
| All | +11,095.4% | +1,965.6% | +9,129.8% | +5,477.2% |
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