+5,760.6%
CRM vs NVMI
+9,218.5%
-3,457.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.7% |
| 7D | -4.4% | -0.1% | -4.4% | -4.4% |
| 30D | +28.1% | -8.4% | +36.5% | +29.4% |
| 3M | +48.8% | -33.6% | +82.4% | +55.2% |
| 6M | +28.3% | -14.7% | +42.9% | +27.7% |
| YTD | -6.0% | +13.2% | -19.2% | -10.7% |
| 1Y | +1.4% | +29.0% | -27.6% | -5.8% |
| 3Y | +11.8% | +215.0% | -203.1% | -10.8% |
| 5Y | -2.0% | +268.6% | -270.6% | -23.8% |
| 10Y | +239.6% | +3,124.7% | -2,885.1% | +111.2% |
| All | +5,760.6% | +9,218.5% | -3,457.9% | +3,005.5% |
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 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