+7.1%
NVMI vs CASY
+32.9%
-25.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.0% |
| 7D | +1.5% | +3.6% | -2.1% | +1.5% |
| 30D | -4.1% | +9.1% | -13.1% | -4.1% |
| 3M | -22.8% | -16.5% | -6.2% | -21.6% |
| 6M | -36.9% | -19.7% | -17.2% | -34.0% |
| YTD | -3.2% | +29.3% | -32.5% | -7.6% |
| 1Y | +7.1% | +33.1% | -26.1% | +2.5% |
| All | +7.1% | +32.9% | -25.8% | +2.5% |
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