+218.9%
CTVA vs NVMI
+1,339.4%
-1,120.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -4.7% | +3.8% | -8.4% | -5.3% |
| 30D | +11.1% | -7.6% | +18.6% | +12.3% |
| 3M | +13.7% | -28.0% | +41.7% | +18.7% |
| 6M | +11.2% | -15.3% | +26.5% | +11.5% |
| YTD | +26.9% | +11.5% | +15.4% | +19.7% |
| 1Y | +18.8% | +31.6% | -12.8% | +7.2% |
| 3Y | +75.9% | +207.0% | -131.0% | +17.6% |
| 5Y | +105.2% | +262.8% | -157.6% | +19.9% |
| All | +218.9% | +1,339.4% | -1,120.4% | -15.3% |
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