+5,477.0%
CAT vs NVMI
+1,720.2%
+3,756.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.0% |
| 7D | +9.3% | +16.9% | -7.6% | +7.4% |
| 30D | -21.5% | -4.3% | -17.2% | -21.1% |
| 3M | -29.1% | -19.3% | -9.8% | -27.5% |
| 6M | -33.4% | -33.6% | +0.2% | -30.5% |
| YTD | +6.6% | -0.2% | +6.8% | +6.6% |
| 1Y | +6.5% | +5.1% | +1.5% | +6.0% |
| 3Y | +162.7% | +193.2% | -30.5% | +134.2% |
| 5Y | +214.2% | +148.6% | +65.6% | +181.5% |
| 10Y | +705.2% | +2,542.3% | -1,837.0% | +498.0% |
| All | +5,477.0% | +1,720.2% | +3,756.7% | +3,189.1% |
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 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