+2,524.8%
NVMI vs CASY
+555.0%
+1,969.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | +1.5% | +3.6% | -2.1% | +0.6% |
| 30D | -4.1% | +9.1% | -13.1% | -6.5% |
| 3M | -22.8% | -16.5% | -6.2% | -19.3% |
| 6M | -36.9% | -19.7% | -17.2% | -34.0% |
| YTD | -3.2% | +29.3% | -32.5% | -13.5% |
| 1Y | +7.1% | +33.1% | -26.1% | -5.5% |
| 3Y | +181.5% | +158.5% | +23.0% | +98.5% |
| 5Y | +141.2% | +266.7% | -125.5% | +50.0% |
| All | +2,524.8% | +555.0% | +1,969.8% | +1,284.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling