+7,381.7%
CAT vs NVMI
+1,967.2%
+5,414.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.1% |
| 7D | +1.7% | +6.6% | -4.9% | +1.0% |
| 30D | -6.6% | -7.5% | +1.0% | -5.8% |
| 3M | -13.3% | -28.5% | +15.2% | -10.2% |
| 6M | +11.6% | -15.7% | +27.4% | +13.6% |
| YTD | +42.9% | +13.3% | +29.6% | +41.1% |
| 1Y | +95.4% | +48.3% | +47.2% | +87.7% |
| 3Y | +196.6% | +191.2% | +5.3% | +163.8% |
| 5Y | +321.7% | +268.7% | +53.0% | +264.3% |
| 10Y | +1,140.8% | +3,034.8% | -1,894.0% | +806.5% |
| All | +7,381.7% | +1,967.2% | +5,414.5% | +4,252.9% |
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