+3,105.2%
NVMI vs CASY
+464.4%
+2,640.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +3.8% | -17.2% | +21.0% | +9.1% |
| 30D | -7.6% | -24.4% | +16.8% | -0.4% |
| 3M | -28.0% | -31.4% | +3.4% | -20.5% |
| 6M | -15.3% | -8.9% | -6.4% | -15.2% |
| YTD | +11.5% | +13.8% | -2.4% | +3.7% |
| 1Y | +31.6% | +17.0% | +14.6% | +20.9% |
| 3Y | +207.0% | +163.1% | +43.8% | +115.7% |
| 5Y | +262.8% | +239.0% | +23.8% | +132.3% |
| All | +3,105.2% | +464.4% | +2,640.7% | +1,659.4% |
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