+48.3%
NVMI vs CASY
+51.2%
-2.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.5% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | -7.5% | -11.3% | +3.8% | -6.7% |
| 3M | -28.5% | -0.6% | -27.9% | -29.6% |
| 6M | -15.7% | +10.7% | -26.5% | -18.3% |
| YTD | +13.3% | +37.1% | -23.8% | +6.2% |
| 1Y | +48.3% | +52.3% | -4.0% | +35.1% |
| All | +48.3% | +51.2% | -2.9% | +35.1% |
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