-19.0%
CAG vs NVD
-52.8%
+33.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.7% | +10.8% | -16.5% | -6.8% |
| 30D | -2.4% | +0.8% | -3.2% | -2.8% |
| 3M | +9.8% | -20.8% | +30.6% | +12.0% |
| 6M | -10.8% | -41.2% | +30.3% | -6.8% |
| YTD | -10.8% | -44.2% | +33.4% | -6.6% |
| 1Y | -19.0% | -54.2% | +35.2% | -14.2% |
| All | -19.0% | -52.8% | +33.9% | -14.2% |
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