-39.1%
CAG vs NVD
-99.2%
+60.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | -6.6% | +0.5% | -7.1% | -6.7% |
| 30D | +2.3% | -9.3% | +11.6% | +2.8% |
| 3M | +16.3% | -22.1% | +38.4% | +17.7% |
| 6M | -16.0% | -45.8% | +29.8% | -13.5% |
| YTD | -7.7% | -46.7% | +39.0% | -5.0% |
| 1Y | -16.0% | -59.5% | +43.4% | -12.6% |
| 3Y | -37.7% | -99.2% | +61.5% | -24.9% |
| All | -39.1% | -99.2% | +60.1% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling