-9.8%
NVMI vs CASY
+32.1%
-41.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -2.4% |
| 7D | -11.8% | +0.8% | -12.6% | -11.8% |
| 30D | -24.8% | +9.4% | -34.2% | -25.0% |
| 3M | -28.6% | -20.6% | -8.0% | -27.6% |
| 6M | -40.0% | -20.7% | -19.3% | -38.2% |
| YTD | -10.1% | +22.5% | -32.6% | -13.8% |
| 1Y | -9.8% | +29.5% | -39.2% | -11.9% |
| All | -9.8% | +32.1% | -41.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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