+1,596.2%
NVMI vs CASY
+9,267.3%
-7,671.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | -7.5% | -11.3% | +3.8% | -5.4% |
| 3M | -28.5% | -0.6% | -27.9% | -29.2% |
| 6M | -15.7% | +10.7% | -26.5% | -18.3% |
| YTD | +13.3% | +37.1% | -23.8% | +5.1% |
| 1Y | +48.3% | +52.3% | -4.0% | +34.4% |
| 3Y | +191.2% | +215.2% | -23.9% | +127.5% |
| 5Y | +268.7% | +276.5% | -7.8% | +176.5% |
| 10Y | +3,034.8% | +508.4% | +2,526.4% | +2,017.4% |
| All | +1,596.2% | +9,267.3% | -7,671.1% | +761.2% |
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