+105.1%
CTVA vs NVMI
+261.9%
-156.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | +11.3% | -8.4% | +19.7% | +12.0% |
| 3M | +12.3% | -33.6% | +45.9% | +15.8% |
| 6M | +7.2% | -14.7% | +21.9% | +7.3% |
| YTD | +26.0% | +13.2% | +12.8% | +22.2% |
| 1Y | +16.0% | +29.0% | -13.0% | +10.4% |
| 3Y | +73.9% | +215.0% | -141.1% | +40.8% |
| All | +105.1% | +261.9% | -156.8% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling