-15.7%
CAG vs NVMI
-15.5%
-0.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -3.0% |
| 7D | -5.9% | +3.8% | -9.7% | -5.3% |
| 30D | -1.5% | -7.6% | +6.0% | -2.6% |
| 3M | +11.5% | -28.0% | +39.4% | +5.9% |
| 6M | -15.7% | -15.3% | -0.4% | -20.3% |
| All | -15.7% | -15.5% | -0.2% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling