+57.7%
NVMI vs CAI
-11.0%
+68.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +3.8% | -5.1% | +8.8% | +4.4% |
| 30D | -7.6% | +3.9% | -11.4% | -8.1% |
| 3M | -28.0% | +40.1% | -68.1% | -31.3% |
| 6M | -15.3% | +29.7% | -45.0% | -19.1% |
| YTD | +11.5% | -10.9% | +22.4% | +11.3% |
| 1Y | +31.6% | -28.0% | +59.6% | +33.0% |
| All | +57.7% | -11.0% | +68.7% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling