+1,348.9%
NVMI vs CASY
+8,730.5%
-7,381.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | +1.5% | +3.6% | -2.1% | +0.8% |
| 30D | -4.1% | +9.1% | -13.1% | -5.8% |
| 3M | -22.8% | -16.5% | -6.2% | -20.5% |
| 6M | -36.9% | -19.7% | -17.2% | -35.0% |
| YTD | -3.2% | +29.3% | -32.5% | -9.6% |
| 1Y | +7.1% | +33.1% | -26.1% | -0.7% |
| 3Y | +181.5% | +158.5% | +23.0% | +127.6% |
| 5Y | +141.2% | +266.7% | -125.5% | +81.1% |
| 10Y | +2,463.4% | +553.5% | +1,909.9% | +1,609.0% |
| All | +1,348.9% | +8,730.5% | -7,381.6% | +640.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling