+272.5%
NVMI vs CASY
+234.8%
+37.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.4% | +2.8% |
| 7D | +6.9% | -16.5% | +23.5% | +11.7% |
| 30D | -2.8% | -26.4% | +23.5% | +4.9% |
| 3M | -27.3% | -17.3% | -10.0% | -25.4% |
| 6M | -13.7% | -5.2% | -8.5% | -15.4% |
| YTD | +13.8% | +14.1% | -0.2% | +4.6% |
| 1Y | +34.9% | +16.6% | +18.2% | +22.4% |
| 3Y | +213.5% | +163.7% | +49.8% | +115.8% |
| 5Y | +272.5% | +231.3% | +41.2% | +129.3% |
| All | +272.5% | +234.8% | +37.7% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling