+1,144.3%
CAT vs NVMI
+3,158.6%
-2,014.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | -4.3% | -8.4% | +4.1% | -1.9% |
| 3M | -8.6% | -33.6% | +24.9% | +2.5% |
| 6M | +16.1% | -14.7% | +30.8% | +20.6% |
| YTD | +43.8% | +13.2% | +30.5% | +37.7% |
| 1Y | +91.5% | +29.0% | +62.4% | +76.3% |
| 3Y | +202.7% | +215.0% | -12.3% | +105.5% |
| 5Y | +335.1% | +268.6% | +66.6% | +171.1% |
| All | +1,144.3% | +3,158.6% | -2,014.3% | +405.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling