+5,430.1%
CAT vs NVMI
+1,665.9%
+3,764.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.1% | -0.5% |
| 7D | +7.4% | +1.5% | +5.9% | +7.3% |
| 30D | -19.7% | -4.1% | -15.6% | -19.3% |
| 3M | -29.6% | -22.8% | -6.8% | -27.6% |
| 6M | -33.2% | -36.9% | +3.7% | -29.9% |
| YTD | +5.7% | -3.2% | +8.9% | +6.1% |
| 1Y | +9.3% | +7.1% | +2.3% | +8.7% |
| 3Y | +158.3% | +181.5% | -23.2% | +131.3% |
| 5Y | +211.6% | +141.2% | +70.4% | +180.0% |
| 10Y | +698.5% | +2,463.4% | -1,764.9% | +495.0% |
| All | +5,430.1% | +1,665.9% | +3,764.3% | +3,172.3% |
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 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