+35.2%
CMS vs NVMI
+212.4%
-177.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.5% |
| 7D | +1.2% | +11.7% | -10.5% | +1.7% |
| 30D | -3.2% | -4.0% | +0.9% | -3.3% |
| 3M | -2.2% | -25.8% | +23.6% | -3.3% |
| 6M | -9.4% | -8.3% | -1.1% | -9.4% |
| YTD | +0.7% | +14.8% | -14.2% | +2.0% |
| 1Y | +0.4% | +37.9% | -37.5% | +2.8% |
| 3Y | +35.2% | +216.3% | -181.1% | +39.5% |
| All | +35.2% | +212.4% | -177.2% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling