+723.7%
CMS vs NVMI
+1,976.9%
-1,253.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +0.2% | +6.9% | -6.8% | -0.1% |
| 30D | -1.3% | -2.8% | +1.6% | -1.2% |
| 3M | -5.4% | -27.3% | +22.0% | -4.5% |
| 6M | -10.3% | -13.7% | +3.3% | -10.3% |
| YTD | -0.2% | +13.8% | -14.1% | -1.4% |
| 1Y | -0.9% | +34.9% | -35.7% | -2.8% |
| 3Y | +34.0% | +213.5% | -179.6% | +24.9% |
| 5Y | +23.6% | +272.5% | -248.9% | +13.3% |
| 10Y | +122.2% | +3,142.4% | -3,020.2% | +81.9% |
| All | +723.7% | +1,976.9% | -1,253.2% | +480.3% |
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