+7,498.0%
CRS vs NVMI
+1,976.9%
+5,521.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -0.5% | +6.9% | -7.5% | -1.6% |
| 30D | -18.1% | -2.8% | -15.3% | -17.8% |
| 3M | -12.4% | -27.3% | +14.9% | -8.4% |
| 6M | +15.9% | -13.7% | +29.6% | +17.8% |
| YTD | +45.8% | +13.8% | +32.0% | +41.5% |
| 1Y | +87.8% | +34.9% | +52.9% | +77.2% |
| 3Y | +648.7% | +213.5% | +435.2% | +512.6% |
| 5Y | +1,416.6% | +272.5% | +1,144.2% | +1,099.7% |
| 10Y | +1,412.7% | +3,142.4% | -1,729.7% | +828.3% |
| All | +7,498.0% | +1,976.9% | +5,521.1% | +3,387.3% |
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