+158.3%
CAT vs NVMI
+183.9%
-25.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.1% | +0.2% |
| 7D | +7.4% | +1.5% | +5.9% | +6.9% |
| 30D | -19.7% | -4.1% | -15.6% | -18.7% |
| 3M | -29.6% | -22.8% | -6.8% | -23.7% |
| 6M | -33.2% | -36.9% | +3.7% | -23.5% |
| YTD | +5.7% | -3.2% | +8.9% | +7.1% |
| 1Y | +9.3% | +7.1% | +2.3% | +7.9% |
| 3Y | +158.3% | +181.5% | -23.2% | +82.6% |
| All | +158.3% | +183.9% | -25.6% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling