-11.8%
CAG vs NVD
-61.9%
+50.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -3.8% | -11.1% | +7.3% | -2.6% |
| 30D | +3.1% | -13.3% | +16.4% | +4.4% |
| 3M | +23.5% | -19.8% | +43.3% | +25.6% |
| 6M | -14.8% | -48.8% | +33.9% | -9.4% |
| YTD | -5.4% | -49.7% | +44.2% | +0.2% |
| 1Y | -11.8% | -61.4% | +49.6% | -4.5% |
| All | -11.8% | -61.9% | +50.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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