+743.2%
CMS vs NVMI
+1,720.2%
-977.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.4% |
| 7D | -1.3% | +16.9% | -18.2% | -1.9% |
| 30D | +5.3% | -4.3% | +9.5% | +5.3% |
| 3M | -0.3% | -19.3% | +18.9% | +0.3% |
| 6M | -4.0% | -33.6% | +29.5% | -3.0% |
| YTD | +2.1% | -0.2% | +2.4% | +1.3% |
| 1Y | -4.7% | +5.1% | -9.8% | -5.7% |
| 3Y | +36.8% | +193.2% | -156.4% | +27.7% |
| 5Y | +34.9% | +148.6% | -113.8% | +25.8% |
| 10Y | +134.7% | +2,542.3% | -2,407.6% | +93.4% |
| All | +743.2% | +1,720.2% | -977.0% | +496.2% |
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