-36.9%
NVMI vs CASY
-18.2%
-18.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.9% |
| 7D | +1.5% | +3.6% | -2.1% | +2.0% |
| 30D | -4.1% | +9.1% | -13.1% | -2.9% |
| 3M | -22.8% | -16.5% | -6.2% | -23.5% |
| 6M | -36.9% | -19.7% | -17.2% | -37.5% |
| All | -36.9% | -18.2% | -18.7% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling