+750.0%
CMS vs NVMI
+1,709.4%
-959.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +0.5% | +7.6% | -7.1% | +0.2% |
| 30D | +7.4% | -7.7% | +15.2% | +7.7% |
| 3M | +1.9% | -15.4% | +17.2% | +2.4% |
| 6M | -2.3% | -37.5% | +35.2% | -1.0% |
| YTD | +3.0% | -0.8% | +3.8% | +2.2% |
| 1Y | -2.8% | +2.4% | -5.2% | -3.7% |
| 3Y | +37.9% | +191.5% | -153.5% | +28.7% |
| 5Y | +34.0% | +156.3% | -122.4% | +24.7% |
| 10Y | +138.1% | +2,539.4% | -2,401.3% | +96.3% |
| All | +750.0% | +1,709.4% | -959.4% | +501.2% |
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