+48.3%
NVMI vs CAI
-31.3%
+79.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.6% |
| 7D | +6.6% | -2.2% | +8.8% | +6.9% |
| 30D | -7.5% | +52.4% | -59.9% | -13.4% |
| 3M | -28.5% | +45.1% | -73.6% | -32.6% |
| 6M | -15.7% | +26.2% | -42.0% | -19.4% |
| YTD | +13.3% | -7.1% | +20.4% | +14.7% |
| 1Y | +48.3% | -31.0% | +79.3% | +67.1% |
| All | +48.3% | -31.3% | +79.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling