-43.5%
CAG vs NVMI
+261.9%
-305.4%
-62.5%
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% | -0.6% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -2.4% | -8.4% | +6.0% | -2.9% |
| 3M | +9.8% | -33.6% | +43.4% | +7.3% |
| 6M | -10.8% | -14.7% | +3.8% | -11.4% |
| YTD | -10.8% | +13.2% | -24.0% | -10.0% |
| 1Y | -19.0% | +29.0% | -48.0% | -17.5% |
| 3Y | -39.7% | +215.0% | -254.7% | -35.9% |
| All | -43.5% | +261.9% | -305.4% | -39.3% |
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 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